WEI Ying-yuan, TANG Ying-hui. Generalized Research on A Discreet Model Risk[J]. Journal of University of Electronic Science and Technology of China, 2006, 35(3): 426-428.
Citation:
WEI Ying-yuan, TANG Ying-hui. Generalized Research on A Discreet Model Risk[J]. Journal of University of Electronic Science and Technology of China, 2006, 35(3): 426-428.
WEI Ying-yuan, TANG Ying-hui. Generalized Research on A Discreet Model Risk[J]. Journal of University of Electronic Science and Technology of China, 2006, 35(3): 426-428.
Citation:
WEI Ying-yuan, TANG Ying-hui. Generalized Research on A Discreet Model Risk[J]. Journal of University of Electronic Science and Technology of China, 2006, 35(3): 426-428.
Are studied by introducing the modified surplus and modified claim amounts,Some questions in a discrete risk model.The lundberg upper bound of the ultimate probability of ruin is obtained by using the martingale approach.
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