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Results 1-2 of 2 (Search time: 0.006 seconds).
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
Stationary distribution of the surplus process in a risk model with a continuous type investment
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조양현; 최승경; 이의용
Article
Issue Date
2016
Citation
Communications for Statistical Applications and Methods, v.23, no.5, pp 423 - 432
Publisher
한국통계학회
1
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Author
Lee, Eui Yong
2
조양현
1
Subject
optional sampling theorem
2
stationary distribution
2
integro-differential equation
1
level crossing
1
리스크 모형
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마팅게일
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선택추출정리
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