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...
Main Authors: | , |
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Format: | Others |
Language: | zh-TW |
Published: |
2004
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Online Access: | http://ndltd.ncl.edu.tw/handle/58295881143344207517 |