Author: Yuen Kam-Chuen
Publisher: Taylor & Francis Ltd
ISSN: 0346-1238
Source: Scandinavian Actuarial Journal, Vol.2006, Iss.3, 2006-05, pp. : 129-140
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Ruin Probabilities in the Compound Markov Binomial Model
By Cossette H. Landriault D. Marceau é.
Scandinavian Actuarial Journal, Vol. 2003, Iss. 4, 2003-10 ,pp. :
Smooth convergence in the binomial model
Finance and Stochastics, Vol. 11, Iss. 1, 2007-01 ,pp. :
The optimal-drift model: an accelerated binomial scheme
Finance and Stochastics, Vol. 17, Iss. 1, 2013-01 ,pp. :