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On the complete monotonicity of the compound geometric convolution with applications in risk theory
  • ISSN号：0346-1238
  • 期刊名称：Scandinavian Actuarial Journal
  • 时间：2014.3.1
  • 页码：116-124
  • 相关项目：基于Lévy过程的最优分红策略的研究
作者： Chiu, Sung Nok|Yin, Chuancun|
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基于Lévy过程的最优分红策略的研究
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