Expected discounted penalty function for a phase-type risk model with stochastic return on investment and random observation periods | |
Zhuo, Wenyan; Yang, Honglin; Chen, Xu | |
刊名 | KYBERNETES
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2018 | |
卷号 | Vol.47 No.7页码:1420-1434 |
关键词 | Expected discounted penalty function Phase-type distribution Random observation periods Sinc method Stochastic return |
ISSN号 | 0368-492X |
URL标识 | 查看原文 |
公开日期 | [db:dc_date_available] |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/5468584 |
专题 | 湖南大学 |
作者单位 | 1.School of Business Administration, Hunan University, Changsha 2.Hunan, China 3.College of Mathematics and Computer, Hunan Normal University, Changsha |
推荐引用方式 GB/T 7714 | Zhuo, Wenyan,Yang, Honglin,Chen, Xu. Expected discounted penalty function for a phase-type risk model with stochastic return on investment and random observation periods[J]. KYBERNETES,2018,Vol.47 No.7:1420-1434. |
APA | Zhuo, Wenyan,Yang, Honglin,&Chen, Xu.(2018).Expected discounted penalty function for a phase-type risk model with stochastic return on investment and random observation periods.KYBERNETES,Vol.47 No.7,1420-1434. |
MLA | Zhuo, Wenyan,et al."Expected discounted penalty function for a phase-type risk model with stochastic return on investment and random observation periods".KYBERNETES Vol.47 No.7(2018):1420-1434. |
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