RUIN PROBABILITIES EXPRESSED IN TERMS OF STORAGE PROCESSES

被引：19

作者：

ASMUSSEN, S

PETERSEN, SS

机构：

[1] UNIV CALIF SANTA BARBARA,SANTA BARBARA,CA 93106

[2] DANISH STATE LIFE INSURANCE CO,DK-1645 COPENHAGEN V,DENMARK

来源：

关键词：

D O I：

10.2307/1427367

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

页码：913 / 916

页数：4

共 11 条

[1]

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BROCKWELL, PJ ;

RESNICK, SI ;

TWEEDIE, RL .

[3]

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[4]

Harrison J. M., 1978, Mathematics of Operations Research, V3, P57, DOI 10.1287/moor.3.1.57

[5]

Harrison J. M., 1976, Mathematics of Operations Research, V1, P347, DOI 10.1287/moor.1.4.347

[6]

Harrison J.M., 1977, STOCHASTIC PROCESSES, V5, P67

[7]

PETERSEN SS, 1988, UNPUB CALCULATION RU

[8]

Prabhu N.U., 1980, STOCHASTIC STORAGE P

[9]

PRABHU NU, 1961, ANN MATH STAT, V32, P757, DOI 10.1214/aoms/1177704970

[10]

SEAL HL, 1972, MITT VEREIN SCHWEIZ, V72, P171