文献
J-GLOBAL ID:201802252796665096
整理番号:18A0350713
パリ破産時間の同時分布と古典的リスクモデルにおけるパリ破産までクレームの数【Powered by NICT】
The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model
著者 (4件):
Czarna Irmina
(Mathematical Institute, University of Wroclaw, Poland)
,
Li Yanhong
(Department of Statistics, School of Mathematics, Southwest Jiaotong University, Chengdu, China)
,
Palmowski Zbigniew
(Faculty of Pure and Applied Mathematics, Wroclaw University of Science and Technology, Wyb. Wyspianskiego 27, 50-370 Wroclaw, Poland)
,
Zhao Chunming
(Department of Statistics School of Mathematics Southwest Jiaotong University, Chengdu, Sichuan, 611756, PR China)
資料名:
Journal of Computational and Applied Mathematics
(Journal of Computational and Applied Mathematics)
巻:
313
ページ:
499-514
発行年:
2017年
JST資料番号:
W0152A
ISSN:
0377-0427
CODEN:
JCAMDI
資料種別:
逐次刊行物 (A)
記事区分:
原著論文
発行国:
オランダ (NLD)
言語:
英語 (EN)