| Tài liệu tham khảo |
Loại |
Chi tiết |
| [1] Abate, J., Choudhury, G. L. and Whitt, W. (1994), Waiting-time tail proba- bilities in queues with long-tail service-time distributions, Queueing systems, 16(3-4), pp. 311-338 |
Sách, tạp chí |
| Tiêu đề: |
Waiting-time tail probabilities in queues with long-tail service-time distributions |
| Tác giả: |
Abate, J., Choudhury, G. L., Whitt, W |
| Nhà XB: |
Queueing systems |
| Năm: |
1994 |
|
| [2] Abate, J. and Whitt, W. (1999), Computing Laplace transforms for numerical inversion via continued fractions, INFORMS Journal on Computing, 11(4), pp. 394-405 |
Sách, tạp chí |
| Tiêu đề: |
Computing Laplace transforms for numerical inversion via continued fractions |
| Tác giả: |
Abate, J., Whitt, W |
| Nhà XB: |
INFORMS Journal on Computing |
| Năm: |
1999 |
|
| [4] Albrecher, H., Avram, F. and Kortschak, D. (2010), On the efficient evalua- tion of ruin probabilities for completely monotone claim distributions, Jour- nal of computational and applied mathematics, 233(10), pp. 2724-2736 |
Sách, tạp chí |
| Tiêu đề: |
On the efficient evaluation of ruin probabilities for completely monotone claim distributions |
| Tác giả: |
H. Albrecher, F. Avram, D. Kortschak |
| Nhà XB: |
Journal of computational and applied mathematics |
| Năm: |
2010 |
|
| [5] Arfwedson, G. (1954), Research in collective risk theory: Part I, Scandinavian Actuarial Journal, 1954(2), pp. 191-223 |
Sách, tạp chí |
| Tiêu đề: |
Research in collective risk theory: Part I |
| Tác giả: |
G. Arfwedson |
| Nhà XB: |
Scandinavian Actuarial Journal |
| Năm: |
1954 |
|
| [8] Asmussen, S. and Albrecher, H. (2010), Ruin probabilities (Vol. 14), Singa- pore: World scientific |
Sách, tạp chí |
| Tiêu đề: |
Ruin probabilities |
| Tác giả: |
S. Asmussen, H. Albrecher |
| Nhà XB: |
World Scientific |
| Năm: |
2010 |
|
| [9] Asmussen, S., and O’cinneide, C. A. (2014), Matrix-Exponential Distribu- tions, Encyclopedia of statistical sciences |
Sách, tạp chí |
| Tiêu đề: |
Matrix-Exponential Distributions |
| Tác giả: |
S. Asmussen, C. A. O’cinneide |
| Nhà XB: |
Encyclopedia of Statistical Sciences |
| Năm: |
2014 |
|
| [12] Asmussen, S. and Rolski, T. (1992), Computational methods in risk the- ory: a matrix-algorithmic approach, Insurance: Mathematics and Economics, 10(4), pp. 259-274 |
Sách, tạp chí |
| Tiêu đề: |
Computational methods in risk theory: a matrix-algorithmic approach |
| Tác giả: |
Asmussen, S., Rolski, T |
| Nhà XB: |
Insurance: Mathematics and Economics |
| Năm: |
1992 |
|
| [14] Avram, F., Chedom, D. F. and Horváth, A. (2011), On moments based Padé approximations of ruin probabilities, Journal of computational and applied mathematics, 235(10), pp. 3215-3228 |
Sách, tạp chí |
| Tiêu đề: |
On moments based Padé approximations of ruin probabilities |
| Tác giả: |
F. Avram, D. F. Chedom, A. Horváth |
| Nhà XB: |
Journal of computational and applied mathematics |
| Năm: |
2011 |
|
| [15] Beekman, J. (1969), A ruin function approximation, Transactions of Society of Actuaries 21, pp. 41-48 |
Sách, tạp chí |
| Tiêu đề: |
A ruin function approximation |
| Tác giả: |
Beekman, J |
| Nhà XB: |
Transactions of Society of Actuaries |
| Năm: |
1969 |
|
| [16] Beekman, J. A. (1985), A series for infinite time ruin probabilities, Insur- ance: Mathematics and economics, 4(2), pp. 129-134 |
Sách, tạp chí |
| Tiêu đề: |
A series for infinite time ruin probabilities |
| Tác giả: |
Beekman, J. A |
| Nhà XB: |
Insurance: Mathematics and economics |
| Năm: |
1985 |
|
| [17] Bladt, M. and Asmussen, S. (1992), Renewal Theory and Queueing Algo- rithms for Matric-exponential Distributions, University of Aalborg, Institute for Electronic Systems, Department of Mathematics and Computer Science |
Sách, tạp chí |
| Tiêu đề: |
Renewal Theory and Queueing Algorithms for Matric-exponential Distributions |
| Tác giả: |
Bladt, M., Asmussen, S |
| Nhà XB: |
University of Aalborg, Institute for Electronic Systems, Department of Mathematics and Computer Science |
| Năm: |
1992 |
|
| [18] Bohman, H. and Esscher, F. (1963), Studies in risk theory with numerical illustrations concerning distribution functions and stop loss premiums, Part I, Scandinavian Actuarial Journal, 1963(3-4), pp. 173-225 |
Sách, tạp chí |
| Tiêu đề: |
Studies in risk theory with numerical illustrations concerning distribution functions and stop loss premiums, Part I |
| Tác giả: |
Bohman, H., Esscher, F |
| Nhà XB: |
Scandinavian Actuarial Journal |
| Năm: |
1963 |
|
| [22] Burnecki, K., Mista, P. and Weron, A. (2005), A new gamma type approx- imation of the ruin probability, Acta Physica Polonica B, 36, pp. 1473-1483 |
Sách, tạp chí |
| Tiêu đề: |
A new gamma type approximation of the ruin probability |
| Tác giả: |
Burnecki, K., Mista, P., Weron, A |
| Nhà XB: |
Acta Physica Polonica B |
| Năm: |
2005 |
|
| [23] Cai, J. (2002), Ruin probabilities with dependent rates of interest, Journal of applied probability, 39(2), pp. 312-323 |
Sách, tạp chí |
| Tiêu đề: |
Ruin probabilities with dependent rates of interest |
| Tác giả: |
Cai, J |
| Nhà XB: |
Journal of applied probability |
| Năm: |
2002 |
|
| [26] Chen, Y., Yuen, K. C. and Ng, K. W. (2011), Asymptotics for the ruin prob- abilities of a two-dimensional renewal risk model with heavy-tailed claims, Applied Stochastic Models in Business and Industry, 27(3), pp. 290-300 |
Sách, tạp chí |
| Tiêu đề: |
Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims |
| Tác giả: |
Chen, Y., Yuen, K. C., Ng, K. W |
| Nhà XB: |
Applied Stochastic Models in Business and Industry |
| Năm: |
2011 |
|
| [27] Chen, Y., Wang, L. and Wang, Y. (2013), Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models, Journal of Mathematical Analysis and Applications, 401(1), pp. 114- 129 |
Sách, tạp chí |
| Tiêu đề: |
Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models |
| Tác giả: |
Chen, Y., Wang, L., Wang, Y |
| Nhà XB: |
Journal of Mathematical Analysis and Applications |
| Năm: |
2013 |
|
| [29] Cramér, H. (1969), Historical review of Filip Lundberg’s works on risk the- ory, Scandinavian Actuarial Journal, 1969(sup3), pp. 6-12 |
Sách, tạp chí |
| Tiêu đề: |
Historical review of Filip Lundberg’s works on risk theory |
| Tác giả: |
Cramér, H |
| Nhà XB: |
Scandinavian Actuarial Journal |
| Năm: |
1969 |
|
| [31] Damarackas, J. and ˇ Siaulys, J. (2015), A note on the net profit condition for discrete and classical risk models, Lithuanian Mathematical Journal, 55(4), pp. 465-473 |
Sách, tạp chí |
| Tiêu đề: |
A note on the net profit condition for discrete and classical risk models |
| Tác giả: |
Damarackas, J., Siaulys, J |
| Nhà XB: |
Lithuanian Mathematical Journal |
| Năm: |
2015 |
|
| [35] Dubner, H. and Abate, J. (1968), Numerical inversion of Laplace transforms by relating them to the finite Fourier cosine transform, Journal of the ACM, 15(1), pp. 115-123 |
Sách, tạp chí |
| Tiêu đề: |
Numerical inversion of Laplace transforms by relating them to the finite Fourier cosine transform |
| Tác giả: |
Dubner, H., Abate, J |
| Nhà XB: |
Journal of the ACM |
| Năm: |
1968 |
|
| [36] Dufresne, F. and Gerber, H. U. (1989), Three methods to calculate the probability of ruin, ASTIN Bulletin: The Journal of the IAA, 19(1), pp. 71- 90 |
Sách, tạp chí |
| Tiêu đề: |
Three methods to calculate the probability of ruin |
| Tác giả: |
Dufresne, F., Gerber, H. U |
| Nhà XB: |
ASTIN Bulletin: The Journal of the IAA |
| Năm: |
1989 |
|