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中文
张志民

Professor

Supervisor of Doctorate Candidates

Supervisor of Master's Candidates


School/Department:数学与统计学院

Gender:Male

Contact Information:zmzhang@cqu.edu.cn

Status:Employed

Alma Mater:重庆大学

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Current position: Home >> Scientific Research >> Paper Publications
When does surplus reach a given target before ruin in the Markov-modulated diffusion model?

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Affiliation of Author(s):数学与统计学院

Journal:JOURNAL OF THE KOREAN STATISTICAL SOCIETY

Key Words:Markov-modulated diffusion risk model; Expected discounted penalty function; Expected discounted dividend payments; Martingale

Co-author:张志民

First Author:杨虎

Indexed by:Journal paper

Document Code:98142

Volume:39

Issue:2

Page Number:207-219

ISSN No.:1226-3192

Translation or Not:no

Date of Publication:2010-01-01