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Systemic risk statistics with scenario analysis 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019, 卷号: 48, 期号: 14
作者:  Chen, Yanhong;  Hu, Yijun
收藏  |  浏览/下载:6/0  |  提交时间:2019/12/05
Necessary and Sufficient Optimality Conditions for Regular-Singular Stochastic Differential Games with Asymmetric Information 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2018, 卷号: 179, 页码: 501-532
作者:  Wang, Yan;  Wang, Lei;  Teo, Kok Lay
收藏  |  浏览/下载:14/0  |  提交时间:2019/12/02
The relations among the three kinds of conditional risk measures 期刊论文
Science China Mathematics, 2014, 卷号: 57, 期号: 8, 页码: 1753-1764
作者:  Guo TieXin*;  Zhao ShiEn;  Zeng XiaoLin
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/03
On a discrete-time risk model with general income and time-dependent claims. 期刊论文
Journal of Computational and Applied Mathematics, 2014, 卷号: Vol.260, 页码: 470-481
作者:  Liu, He;  Bao, Zhenhua
收藏  |  浏览/下载:4/0  |  提交时间:2019/02/27
62P05  91B30  
The Finite Time Ruin Probability of a New Risk Model Based on Entrance Process 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2013, 卷号: 42, 期号: 2, 页码: 336-345
作者:  Xiao, HM;  Li, ZH;  Liu, WW
收藏  |  浏览/下载:5/0  |  提交时间:2015/12/16
Dividend Payments in a Risk Model Perturbed by Diffusion with Multiple Thresholds 期刊论文
Stochastic Analysis and Applications, 2013, 卷号: Vol.31 No.6, 页码: 1097-1113
作者:  Jiang, Wuyuan;  Yang, Zhaojun
收藏  |  浏览/下载:3/0  |  提交时间:2020/01/05
Ruin probabilities in the risk process with random income 期刊论文
Acta Mathematicae Applicatae Sinica, 2008, 卷号: Vol.24 No.2, 页码: 195-202
作者:  Zhen-hua Bao;  Zhong-xing Ye
收藏  |  浏览/下载:5/0  |  提交时间:2019/02/27
The deficit at ruin in the Sparre Andersen model with interest 期刊论文
Journal of Applied Mathematics and Computing, 2007, 卷号: Vol.23 NO.1-2, 页码: 87-99
作者:  Zhen-Hua Bao;  Zhong-Xing Ye
收藏  |  浏览/下载:3/0  |  提交时间:2019/02/27
91B30  Sparre  Andersen  model  deficit  at  ruin  interest  force  upper  bounds  


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