The first exit time and ruin time for a risk process with reserve-dependent income☆
暂无分享,去创建一个
[1] Søren Asmussen,et al. Ruin probabilities , 2001, Advanced series on statistical science and applied probability.
[2] Mark H. Davis. Markov Models and Optimization , 1995 .
[3] Paul Embrechts,et al. Stochastic processes in insurance and finance , 2001 .
[4] Tomasz Rolski,et al. Stochastic Processes for Insurance and Finance , 2001 .
[5] A. Fokas,et al. Complex Variables: Introduction and Applications , 1997 .
[6] Paul Embrechts,et al. Martingales and insurance risk , 1989 .
[7] Paul Embrechts,et al. Ruin estimation for a general insurance risk model , 1994, Advances in Applied Probability.
[8] R. P. Soni,et al. Formulas and Theorems for the Special Functions of Mathematical Physics , 1967 .