Phase-type相关论文
In the study of the Sparre Andersen risk model with phase-type inter-claim times, the roots in the right half of the......
本文研究了索赔服从Phase-type分布的风险模型在第n次索赔时破产的概率问题.利用Phase-type分布的性质及索赔时刻的盈余与净收入之......
本文研究了索赔服从Phase—type分布的风险模型在第n次索赔时破产的概率问题.利用Phase—type分布的性质及索赔时刻的盈余与净收入......
In this paper,we consider a general expression for(u,x,y),the joint density function of the surplus prior to ruin and th......