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[1]
Gerber,H.U.An extension of the renew alequation and its application in the collective theory ofrisk. Scandinavian ActuarialJournal . 1970
A GENERALIZATION OF RISK MODEL PERTURBED BY DIFFUSION
被引：0
作者：
Wang Guojing\ Wu Rong
机构：
关键词：
Risk m odel;
ruin probability;
Lundberg inequality;
D O I：
暂无
中图分类号：
O211 [概率论（几率论、或然率论）];
学科分类号：
020208 ;
070103 ;
0714 ;
摘要：
In this paper, the classical risk process perturbed by diffusion is generalized by allowing for “size fluctuation” and the ruin probability for this new model is discussed.
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收藏
页码：417 / 422
页数：6
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