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재충전이 있는 연속시간 리스크 모형에서 파산확률 연구
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고한나; 최승경; 이의용
Article
Issue Date
2012
Citation
응용통계연구, v.25, no.1, pp 81 - 87
Publisher
한국통계학회
Further study on the risk model with a continuous type investment
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최승경; 이의용
Article
Issue Date
2018
Citation
응용통계연구, v.31, no.6, pp 751 - 759
Publisher
한국통계학회
An optimal management policy for the surplus process with investments
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임세진; 최승경; 이의용
Article
Issue Date
2016
Citation
응용통계연구, v.29, no.7, pp 1165 - 1172
Publisher
한국통계학회
1
Discover
Author
Lee, Eui Yong
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고한나
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임세진
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Subject
잉여금 과정
3
martingale
2
optional sampling theorem
2
리스크 모형
2
마팅게일
2
injection
1
integro-differential equation.
1
level crossing
1
optimal invest- ment policy
1
renewal reward process
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