Asymptotic and numerical solutions for diffusion models for compounded risk reserveswith dividend payments.
International Journal of Mathematics and Mathematical Sciences (2004)
- Volume: 2004, Issue: 13-16, page 721-739
- ISSN: 0161-1712
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topShao, S., and Chang, C.L.. "Asymptotic and numerical solutions for diffusion models for compounded risk reserveswith dividend payments.." International Journal of Mathematics and Mathematical Sciences 2004.13-16 (2004): 721-739. <http://eudml.org/doc/53088>.
@article{Shao2004,
author = {Shao, S., Chang, C.L.},
journal = {International Journal of Mathematics and Mathematical Sciences},
keywords = {risk reserves; conditional probality; martingale theory; parabolic equation},
language = {eng},
number = {13-16},
pages = {721-739},
publisher = {Hindawi Publishing Corporation, New York},
title = {Asymptotic and numerical solutions for diffusion models for compounded risk reserveswith dividend payments.},
url = {http://eudml.org/doc/53088},
volume = {2004},
year = {2004},
}
TY - JOUR
AU - Shao, S.
AU - Chang, C.L.
TI - Asymptotic and numerical solutions for diffusion models for compounded risk reserveswith dividend payments.
JO - International Journal of Mathematics and Mathematical Sciences
PY - 2004
PB - Hindawi Publishing Corporation, New York
VL - 2004
IS - 13-16
SP - 721
EP - 739
LA - eng
KW - risk reserves; conditional probality; martingale theory; parabolic equation
UR - http://eudml.org/doc/53088
ER -
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