Full-Text Search:
Home|Journal Papers|About CNKI|User Service|FAQ|Contact Us|中文
《ACTA MATHEMATICAE APPLICATAE SINICA》 2000-03
Add to Favorite Get Latest Update

THE FELLER EXPRESSION AND DIFFERENTIABILITY OF THE RUIN PROBABILITY IN THE RISK MODEL PERTURBED BY DIFFUSION

WANG GUOJING (Department of Mathematics, Suzhou University, Suzhou 215006) WU RONG (Department of Mathematics, Nankai University, Tianjin 300071)  
in this paper, we present the Feller expression for the ruin probability of the classical risk model that is perturbed by diffusion. Basing on the Feller expression, we prove the twice continuous differentiability of the ruin pribability under certain conditions.
【Fund】: 国家自然科学基金;; 博士点基金
【CateGory Index】: O211
Download(CAJ format) Download(PDF format)
CAJViewer7.0 supports all the CNKI file formats; AdobeReader only supports the PDF format.
©2006 Tsinghua Tongfang Knowledge Network Technology Co., Ltd.(Beijing)(TTKN) All rights reserved