Upper bounds for the ruin probabilities of the entrance-based risk model

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	Upper bounds for the ruin probabilities of the entrance-based risk model
	Chen, F; Zhu, JX; Li, ZH
刊名	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
	2008
卷号	37 期号:16 页码:2634-2652
关键词	compensator entrance process insurance risk model martingale ruin probability stochastic intensity
ISSN号	0361-0926
通讯作者	Chen, F (reprint author), Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China.
学科主题	Mathematics
出版地	PHILADELPHIA
语种	英语
WOS记录号	WOS:000257142400013
内容类型	期刊论文
源URL	[http://ir.lzu.edu.cn/handle/262010/118047]
专题	数学与统计学院_期刊论文
推荐引用方式 GB/T 7714	Chen, F,Zhu, JX,Li, ZH. Upper bounds for the ruin probabilities of the entrance-based risk model[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2008,37(16):2634-2652.
APA	Chen, F,Zhu, JX,&Li, ZH.(2008).Upper bounds for the ruin probabilities of the entrance-based risk model.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,37(16),2634-2652.
MLA	Chen, F,et al."Upper bounds for the ruin probabilities of the entrance-based risk model".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 37.16(2008):2634-2652.