Ruin problems with stochastic premium stochastic return on investments
penalty function、differential equations、expected、compound Poisson process、Brownian motion、Lower bounds、upper、risk model、paper、problems、positive、exact、drift、asset、two
2
TP3;TN9
The authors axe grateful to anonymous referees for their constructive comments and suggestions on the first version of the article.This work was supported by the Nationai Natural Science Foundation of ChinaGrant 10671072;”Shu Guang”Project04SG27of Shanghai Municipal Education Commission and Shanghai Education Development Foundation,and Doctoral Program Foundation of the Ministry of Education of China20060269016
2008-09-01(万方平台首次上网日期,不代表论文的发表时间)
467-490