Comaprsions of Ruin Probabilities Models

碩士 === 國立臺北大學 === 統計學系 === 92 === To calculate ruin probabilities, we need a coefficient called “adjustment coefficient”. But it doesn’t always exist. So many scholars offer methods to calculate ruin probabilities when adjustment coefficient does not exist. J.Cai&J.Garrido (1999) “Two-sided boun...

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Bibliographic Details
Main Authors: Shang-hsin,Liu, 劉尚信
Other Authors: Yu-Chwg,Cheng
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/58295881143344207517