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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
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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