The server is under maintenance between 08:00 to 12:00 (GMT+08:00), and please visit later.
We apologize for any inconvenience caused
Login  | Sign Up  |  Oriprobe Inc. Feed
China/Asia On Demand
Journal Articles
Laws/Policies/Regulations
Companies/Products
Bookmark and Share
Trinomial Distribution Risk Model in Discrete Setting and the Asymptotic Formulae
Author(s): 
Pages: 99-108
Year: Issue:  3
Journal: OPERATIONS RESEARCH TRANSACTIONS

Keyword:  运筹学最终破产破产前一刻的盈余调节系数破产时赤字更新方程;
Abstract: 本文研究了离散的三项分布风险模型,在调节系数存在的前提下,借助于离散更新方程的一个极限定理,对于充分大的初始盈余给出了最终破产概率、破产前一刻的盈余和破产时赤字的概率的渐近解.其结果可以在离散的多项分布风险模型中得到推广.
Related Articles
No related articles found