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41篇 您的检索式:期刊名="Insurance Math Econom"
    题名 作者 年代 出处 被引量
1Risk theory for the compound Poisson process that is perturbed by diffusion显示文摘Dufresne F Gerber H U 1991Insurance Math Econom1991,10,:1
2On the expected discounted penalty function at ruin of a surplus process with interest显示文摘Cai J Dickson D C M 2002Insurance Math Econom2002,30,:1
3Some distributions for classical risk process that is perturbed by diffusion显示文摘Wang Guojing Wu Rong 2000Insurance Math Econom2000,26,:1
4Constant proportion portfolio insurance under a regime switching exponential Levy process 显示文摘Weng Chenguo 2013Insurance : Mathe - matics and Economic2013,,52:1
5Risk theory for the compound Poisson process that is perturbed by diffusion显示文摘DUFRESNE F GERBER H U 1991Insurance Math Econom1991,10,:1
6The maximum surplus before ruin in an Erlang risk process and related problems显示文摘LI S DICKSON D C M 2006Insurance Math Econom2006,38,:1
7Asymptotic behavior of the finite time ruin probability under subexponential claim sizes 显示文摘Leipus R Siaulys J 2007Insurance : Math Econom2007,40,:1
8Ruin estimates under interest force 显示文摘Sundt B Teugels J L 1995Insurance Math Econom1995,16,1:1
9Analytical Best Upper Bounds on Stop-loss Premiums显示文摘Vylder F D Goovaerts M 1982Insurance Math Econom1982,1,3:1
10Best Bounds on the Stop Loss Premium in Case of Known Range, Expectation, Variance and Mode of the Risk显示文摘Vylder F D Goovaerts M 1983Insurance Math Econom1983,2,4:1
11Optimal proportional reinsurance and investment with multiple risky assets and noshorting constraint显示文摘L BAI J GUO 2008Insurance Math Econom2008,42,3:1
12Ruin probabilities in perturbed risk models显示文摘Schlegel S 1998Insurance Math Econom1998,22,:1
13Optimal portfolios for DC pension plans under CEV model显示文摘Gao J 2009Insurance Math Economics2009,44,2:1
14The classical risk model with a constant dividend barrier: Analysis of the Gerber-Shiu discounted penalty function显示文摘Lin X S Willmot G E Drekic S 2003Insurance Math Econom2003,33,3:1
15Continuous - time portfolio selection with liability and regime switching 显示文摘Xie S X 2009Insurance : Math Economics2009,45,1:1
16Analysis of a defective renewal equation arising in ruin theory显示文摘Lin X S Willmot G E 1999Insurance Math Econom1999,25,25:1
17Finite time ruin probabilities of processes with phase type jumps显示文摘AVRAM F USABEL M 2003Insurance Math Economics2003,32,3:1
18Some new equivalent conditions and applications on asymptotics and local asymptotics for random sums显示文摘Wang Y Yang Y Wang K 2007Insurance Math Econom2007,40,4:1
19Classical risk theory in an economic environment显示文摘Delbaen F Haezendonck J 1987Insurance Math Econom1987,6,:1
20Ruin theory with compounding assets-a survey显示文摘Paulsen J 1998Insurance Math Econom1998,22,:1
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