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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
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
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Author
Lee, Eui Yong
2
임세진
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조양현
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Subject
optional sampling theorem
2
integro-differential equation
1
optimal invest- ment policy
1
renewal reward process
1
risk model
1
stationary distribution
1
마팅게일
1
선택적표집정리
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잉여금 과정
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