RUIN ESTIMATION FOR A GENERAL INSURANCE RISK MODEL

被引：79
作者：
EMBRECHTS, P
SCHMIDLI, H
机构：
来源：
ADVANCES IN APPLIED PROBABILITY | 1994年 / 26卷 / 02期
关键词：
RISK THEORY; RUIN; MARTINGALES; PIECEWISE-DETERMINISTIC MARKOV PROCESSES;
D O I：
10.2307/1427443
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The theory of piecewise-deterministic Markov processes is used in order to investigate insurance risk models where borrowing, investment and inflation are present.
引用
收藏
页码：404 / 422
页数：19
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