Stationary distribution of the surplus process in a risk model with a continuous type investment-Reference-Cited by-同舟云学术

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Stationary distribution of the surplus process in a risk model with a continuous type investment

Published:2016-09-30 Issue:5 Volume:23 Page:423-432
ISSN:2383-4757
Container-title:Communications for Statistical Applications and Methods
language:en
Short-container-title:CSAM

Author:

Cho Yang Hyeon¹,Choi Seung Kyoung¹,Lee Eui Yong¹

Affiliation:

1. Department of Statistics, Sookmyung Women’s University, Korea

Publisher

The Korean Statistical Society

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Finance,Modelling and Simulation,Statistics and Probability

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Further study on the risk model with a continuous type investment;KOREAN J APPL STAT;2018

2. An optimal continuous type investment policy for the surplus in a risk model;Communications for Statistical Applications and Methods;2018-01-31

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