搜索结果: 1-2 共查到“保险学 process”相关记录2条 . 查询时间(0.057 秒)
Optimal insurance strategies in a risk process with restrictions on policyholder risks
optimal choice problem risk-bearing function an insurer dynamic insurance model maximizing unit utility
2011/9/6
We consider the optimal choice problem by a risk-bearing function for an insurer to divide risks between him and his clients in a dynamic insurance model, the so-called Cramer-Lundberg risk process. I...
The explicit Laplace transform for the Wishart process
Affine processes Wishart process ODE Laplace Transform
2011/7/19
We derive the explicit formula for the joint Laplace transform of the Wishart process and its time integral which extends the original approach of Bru (1991). We compare our methodology with the alter...