A New Look at the Adjustment Coefficient in theCompound Poisson Model Perturbed by Diffusion

Wang Wei,Zhang Chunsheng

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PDF(194 KB)
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2010, Vol. 26 ›› Issue (2) : 113-122.
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A New Look at the Adjustment Coefficient in theCompound Poisson Model Perturbed by Diffusion

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