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《College Mathematics》 2010-03
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Feller Expression of the Survival Probabilities of the Risk Model with Double Poisson Processes by Diffusion

DONG Ying-hua1,2(1.College of Math & Physics,Nanjing University of Information & Technology,Nanjing,Jiangsu 210044,China;2.Department of Mathematics,Soochow University,Suzhou,Jiangsu 215006,China)  
This paper focuses on the risk model with double Poisson processes by diffusion,the Feller expression of the survival probabilities of the risk model is given in terms of some techniques from martingale theory.
【Fund】: 南京信息工程大学校内科研基金资助(Y627)
【CateGory Index】: F224;F840
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1 Dong YingHua Zhang Hanjun (Research Department,Central South University,Changsha,410075.China);Ruin Probability in Risk Model with two Poisson Processes by Diffusion[J];Mathematical Theory and Application;2003-01
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7 DONG Yinghua(College of Mathematical Science and Computational Technology,Central South University,Changsha 410075,China);Ruin Probability in Risk Model of Generalized Double Poisson Processes[J];Journal of Changsha Railway University;2003-01
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