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브라운 운동을 이용한 보험 상품의 파산 모형 연구

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dc.contributor.author한수희-
dc.contributor.author이의용-
dc.date.available2021-02-22T15:32:17Z-
dc.date.issued2006-11-
dc.identifier.issn1225-066X-
dc.identifier.urihttps://scholarworks.sookmyung.ac.kr/handle/2020.sw.sookmyung/15296-
dc.description.abstractWe consider a ruin model where the surplus process is formed by a Brownian motion.If the level of surplus exceedsV, then we assume that a insurer invests an amount ofS-
dc.format.extent7-
dc.language한국어-
dc.language.isoKOR-
dc.publisher한국통계학회-
dc.title브라운 운동을 이용한 보험 상품의 파산 모형 연구-
dc.title.alternativeAnalysis of a Ruin Model with Surplus Following a Brownian Motion-
dc.typeArticle-
dc.publisher.location대한민국-
dc.identifier.bibliographicCitation응용통계연구, v.19, no.3, pp 579 - 585-
dc.citation.title응용통계연구-
dc.citation.volume19-
dc.citation.number3-
dc.citation.startPage579-
dc.citation.endPage585-
dc.identifier.kciidART001118821-
dc.description.isOpenAccessN-
dc.description.journalRegisteredClasskci-
dc.subject.keywordAuthor브라운 운동-
dc.subject.keywordAuthor파산모형-
dc.subject.keywordAuthor마팅게일-
dc.subject.keywordAuthor잉여금과정-
dc.identifier.urlhttp://kiss.kstudy.com/thesis/thesis-view.asp?key=2577424-
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