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内部出版物
SpringerLink电子期刊(3)
NATURE电子期刊(1)
Elsevier电子期刊(5)
在“
Elsevier电子期刊
”中,
命中:
5
条,耗时:小于0.01 秒
在所有数据库中总计命中:
9
条
1.
The joint distribution of the
Parisian
ruin
time and the number of claims until Parisian
ruin
in the classical risk model
作者:
Irmina Czarna
a
;
czarna@math.uni.wroc.pl" class="auth_mail" title="E-mail the corresponding author
;
Yanhong Li
b
;
yanhonglink@qq.com" class="auth_mail" title="E-mail the corresponding author
;
Zbigniew Palmowski
c
;
zbigniew.palmowski@gmail.com" class="auth_mail" title="E-mail the corresponding author
;
Chunming Zhao
d
;
cmzhao@swjtu.cn" class="auth_mail" title="E-mail the corresponding author
关键词:
Classical risk model
;
Number of claims
;
Parisian
ruin
;
Mixed Erlang
刊名:Journal of Computational and Applied Mathematics
出版年:2017
2.
On the dual risk model with
Parisian
implementation delays in dividend payments
作者:
Eric C.K. Cheung
;
a
;
eckc@hku.hk" class="auth_mail" title="E-mail the corresponding author
;
Jeff T.Y. Wong
b
关键词:
Parisian
implementation delays
;
Dual risk model
;
Discounted dividends
;
Time of
ruin
;
Erlangization
刊名:European Journal of Operational Research
出版年:2017
3.
Parisian
ruin
of the Brownian motion risk model with constant force of interest
作者:
Long Bai
a
;
long.bai@unil.ch" class="auth_mail" title="E-mail the corresponding author
;
Li Luo
a
;
b
;
Li.Luo@unil.ch" class="auth_mail" title="E-mail the corresponding author
关键词:
primary
;
60G15
;
secondary
;
60G70
刊名:Statistics & Probability Letters
出版年:2017
4.
A note on
Parisian
ruin
with an ultimate bankruptcy level for Lévy insurance risk processes
作者:
Irmina Czarna
a
;
czarna@math.uni.wroc.pl" class="auth_mail" title="E-mail the corresponding author
;
Jean-Franç
;
ois Renaud
b
;
renaud.jf@uqam.ca" class="auth_mail" title="E-mail the corresponding author
关键词:
Ruin
theory
;
Parisian
ruin
;
Spectrally negative Lé
;
vy processes
;
Scale functions
刊名:Statistics & Probability Letters
出版年:2016
5.
On the time value of
Parisian
ruin
in (dual) renewal risk processes with exponential jumps
作者:
Jeff T.Y. Wong
a
;
Eric C.K. Cheung
b
;
eckc@hku.hk" class="auth_mail" title="E-mail the corresponding author
关键词:
Parisian
ruin
time
;
Sparre Andersen model
;
Dual risk model
;
Lagrange&rsquo
;
s expansion theorem
;
Excursion
;
Occupation time in red
刊名:Insurance: Mathematics and Economics
出版年:2015
1
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