QQ客服 官方微博 反馈留言

	On the distribution of surplus immediately before ruin under interest force
	Yang, HL ; Zhang, LH
	2001
关键词	Laplace transform integral equations renewal theory Lundberg bound surplus immediately before ruin
英文摘要	In this paper, we consider a compound Poisson model with a constant interest force for an insurance portfolio. We investigate the distribution of surplus process immediately before ruin in particular. Equations satisfied by the distributions of surplus immediately before ruin and their Laplace transform have been obtained. Some special cases are also discussed and Lundberg-type bounds are presented. (C) 2001 Elsevier Science B.V. All rights reserved.; Statistics & Probability; SCI(E); 6; ARTICLE; 3; 329-338; 55
语种	英语
出处	SCI
出版者	statistics probability letters
内容类型	其他
源URL	[http://hdl.handle.net/20.500.11897/258039]
专题	数学科学学院
推荐引用方式 GB/T 7714	Yang, HL,Zhang, LH. On the distribution of surplus immediately before ruin under interest force. 2001-01-01.

个性服务

查看访问统计

相关权益政策

暂无数据

收藏/分享

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。