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NTIS 바로가기Journal of the Korean Statistical Society, v.36 no.2, 2007년, pp.229 - 235
Oh, Soo-Mi (Department of Statistics, Sookmyung Women's University) , Jeong, Mi-Ock (Department of Statistics, Sookmyung Women's University) , Lee, Eui-Yong (Department of Statistics, Sookmyung Women's University)
We consider a ruin model whose surplus process is formed by a compound Poisson process. If the level of surplus reaches V > 0, it is assumed that a certain amount of surplus is invested. In this paper, we apply the optional sampling theorem to the surplus process and obtain the expectation of period...
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