CONJUGATE PROCESSES AND THE SIMULATION OF RUIN PROBLEMS

被引:40
作者
ASMUSSEN, S
机构
关键词
D O I
10.1016/0304-4149(85)90211-X
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
引用
收藏
页码:213 / 229
页数:17
相关论文
共 37 条
[2]  
ASMUSSEN S, 1984, SCAND ACTUAR J, P31
[3]   A NOTE ON THE FUNDAMENTAL IDENTITY OF SEQUENTIAL-ANALYSIS [J].
BAHADUR, RR .
ANNALS OF MATHEMATICAL STATISTICS, 1958, 29 (02) :534-543
[4]  
BARNDORFFNIELSE.O, 1978, INFORMATION EXPONENT
[5]  
Beard R.E., 1984, RISK THEORY
[6]  
Cooper Robert B., 1981, INTRO QUEUEING THEOR
[7]  
CRAMER H., 1955, COLLECTIVE RISK THEO
[8]  
Crane M. A., 1977, INTRO REGENERATIVE M
[9]   SIMULATING STABLE STOCHASTIC SYSTEMS .1. GENERAL MULTISERVER QUEUES [J].
CRANE, MA ;
IGLEHART, DL .
JOURNAL OF THE ACM, 1974, 21 (01) :103-113
[10]   SIMULATING STABLE STOCHASTIC SYSTEMS .2. MARKOV CHAINS [J].
CRANE, MA ;
IGLEHART, DL .
JOURNAL OF THE ACM, 1974, 21 (01) :114-123