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机译:扰动复合泊松风险进程投资的破坏概率
Actuarial Studies Australian School of Business The University of New South Wales Sydney Australia;
Department of Statistics and Actuarial Science The University of Hong Kong Hong Kong;
Department of Statistics and Actuarial Science The University of Hong Kong Hong Kong;
asymptotic behavior; brownian motion; compound poisson; force of interest; laplace transform; lundberg inequality; martingale approach; ruin probability; upper bound;
机译:扩散扰动的复合Poisson风险过程在有限时间内的破产概率的鞍点近似
机译:具有借项干扰的复合泊松剩余过程中绝对破产概率的分解
机译:投资的复合泊松过程的破产概率
机译:具有两步保费率的复合泊松风险模型的破产概率
机译:复合非均匀泊松过程的周期性和破产概率。
机译:通过投资和再保险在相关风险模型下最小化Lundberg不等式的破产概率
机译:扩散扰动的复合Poisson风险过程在有限时间内的破产概率的鞍点近似