브라운 운동을 이용한 보험 상품의 파산 모형 연구
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 한수희 | - |
dc.contributor.author | 이의용 | - |
dc.date.available | 2021-02-22T15:32:17Z | - |
dc.date.issued | 2006-11 | - |
dc.identifier.issn | 1225-066X | - |
dc.identifier.uri | https://scholarworks.sookmyung.ac.kr/handle/2020.sw.sookmyung/15296 | - |
dc.description.abstract | We 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.extent | 7 | - |
dc.language | 한국어 | - |
dc.language.iso | KOR | - |
dc.publisher | 한국통계학회 | - |
dc.title | 브라운 운동을 이용한 보험 상품의 파산 모형 연구 | - |
dc.title.alternative | Analysis of a Ruin Model with Surplus Following a Brownian Motion | - |
dc.type | Article | - |
dc.publisher.location | 대한민국 | - |
dc.identifier.bibliographicCitation | 응용통계연구, v.19, no.3, pp 579 - 585 | - |
dc.citation.title | 응용통계연구 | - |
dc.citation.volume | 19 | - |
dc.citation.number | 3 | - |
dc.citation.startPage | 579 | - |
dc.citation.endPage | 585 | - |
dc.identifier.kciid | ART001118821 | - |
dc.description.isOpenAccess | N | - |
dc.description.journalRegisteredClass | kci | - |
dc.subject.keywordAuthor | 브라운 운동 | - |
dc.subject.keywordAuthor | 파산모형 | - |
dc.subject.keywordAuthor | 마팅게일 | - |
dc.subject.keywordAuthor | 잉여금과정 | - |
dc.identifier.url | http://kiss.kstudy.com/thesis/thesis-view.asp?key=2577424 | - |
Items in ScholarWorks are protected by copyright, with all rights reserved, unless otherwise indicated.
Sookmyung Women's University. Cheongpa-ro 47-gil 100 (Cheongpa-dong 2ga), Yongsan-gu, Seoul, 04310, Korea02-710-9127
Copyright©Sookmyung Women's University. All Rights Reserved.
Certain data included herein are derived from the © Web of Science of Clarivate Analytics. All rights reserved.
You may not copy or re-distribute this material in whole or in part without the prior written consent of Clarivate Analytics.