A hybrid method for solving the ruin functionals of the classical risk model perturbed by diffusion.
Leung, Kit Hung. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2008. === Includes bibliographical references (leaves 47-48). === Abstracts in English and Chinese. === Chapter 1 --- Introduction --- p.1 === Chapter 1.1 --- Classical Model --- p.1 === Chapter 1.2 --- Diffusion-perturbed mod...
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| Format: | Others |
| Language: | English Chinese |
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2008
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| Online Access: | http://library.cuhk.edu.hk/record=b5893770 http://repository.lib.cuhk.edu.hk/en/item/cuhk-326320 |