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科研机构
武汉大学 [4]
北京大学 [2]
西安交通大学 [1]
内容类型
期刊论文 [4]
其他 [2]
会议论文 [1]
发表日期
2017 [2]
2014 [1]
2012 [2]
2011 [1]
2010 [1]
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On maximizing expected discounted taxation in a risk process with interest
期刊论文
STATISTICS & PROBABILITY LETTERS, 2017, 卷号: 122
作者:
Ming, Ruixing
;
Wang, Wenyuan
;
Hu, Yijun
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/12/05
Cramer-Lundberg risk model
Interest
HJB equation
On maximizing expected discounted taxation in a risk process with interest
期刊论文
STATISTICS & PROBABILITY LETTERS, 2017, 卷号: 122
作者:
Ming, Ruixing
;
Wang, Wenyuan
;
Hu, Yijun
收藏
  |  
浏览/下载:2/0
  |  
提交时间:2019/12/05
Cramer-Lundberg risk model
Interest
HJB equation
Optimal control problem for an insurance surplus model with debt liability
其他
2014-01-01
Wei, FanCheng
;
Wu, Lan
;
Zhou, Dasheng
收藏
  |  
浏览/下载:2/0
  |  
提交时间:2015/11/10
debt liability
proportional reinsurance
dividends
capital injection
impulse-control
CRAMER-LUNDBERG MODEL
OPTIMAL DIVIDEND
OPTIMAL REINSURANCE
TRANSACTION COSTS
POLICIES
COMPANY
RISK
Ruin Probabilities for Large Claims in a Class of Generalized Cramer-Lundberg Model
会议论文
作者:
Fang, Shizu
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  |  
浏览/下载:16/0
  |  
提交时间:2019/12/10
Risk model
Heavy-taileda, distributions
Ruin probabilities
Stationary stream of random events with independent increments
ON THE CRAMR-LUNDBERG RISK MODEL WITH A CONSTANT FORCE OF INTEREST AND SURPLUS-DEPENDENT LOSS-CARRY-FORWARD TAX STRUCTURE
期刊论文
Journal of Mathematics, 2012, 卷号: 32, 期号: 3
作者:
Wang WY(王文元)
;
Zhang AL(张爱丽)
;
Hu YJ(胡亦钧)
;
Wang QY(王琴艳)
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  |  
浏览/下载:3/0
  |  
提交时间:2019/12/05
Cramer-Lundberg risk model
expected cumulated discounted tax payments
ruin
On the expected discounted penalty function for risk process with tax
期刊论文
STATISTICS & PROBABILITY LETTERS, 2011, 卷号: 81, 期号: 4
作者:
Wang, Wenyuan
;
Ming, Ruixing
;
Hu, Yijun
收藏
  |  
浏览/下载:2/0
  |  
提交时间:2019/12/05
Generalized Cramer-Lundberg risk model
Expected discounted penalty function
Laplace transform
Ruin
An insurance risk model with stochastic volatility
其他
2010-01-01
Chi, Yichun
;
Jaimungal, Sebastian
;
Lin, X. Sheldon
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浏览/下载:4/0
  |  
提交时间:2015/11/12
Gerber-Shiu expected discounted penalty function
Integro-differential equation
Singular perturbation theory
Stochastic volatility
Perturbed compound Poisson risk process
Phase-type distribution
Ornstein-Uhlenbeck process
EXPECTED DISCOUNTED PENALTY
DEFECTIVE RENEWAL EQUATION
JUMP-DIFFUSION
RUIN
MOMENTS
TIME
APPROXIMATIONS
SURPLUS
OPTIONS
DEFICIT
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