首页|期刊导航|东华大学学报（英文版）|Estimating the Shareholder's Terminal Payoff in Insurer's Solvency Ratio Model under Fractional Market
东华大学学报（英文版）2016，Vol.33Issue(1)：117-120,4.
Estimating the Shareholder's Terminal Payoff in Insurer's Solvency Ratio Model under Fractional Market
Estimating the Shareholder's Terminal Payoff in Insurer's Solvency Ratio Model under Fractional Market
摘要
关键词
fractional Brownian motion/Wick-It(o) stochastic integral/Girsanov theorem for fractional Brownian motion/solvency ratio/financial distress costKey words
fractional Brownian motion/Wick-It(o) stochastic integral/Girsanov theorem for fractional Brownian motion/solvency ratio/financial distress cost分类
数理科学引用本文复制引用
XIA Deng-feng,FEI Wei-yin,LIU Hong-jian..Estimating the Shareholder's Terminal Payoff in Insurer's Solvency Ratio Model under Fractional Market[J].东华大学学报（英文版）,2016,33(1):117-120,4.基金项目
National Natural Science Foundations of China (Nos.71271003,71571001,11326121) （Nos.71271003,71571001,11326121）
Natural Science Foundation of Anhui Province,China (No.1608085MA02) （No.1608085MA02）
Teaching Research Project of Anhui Province,China (No.2013jyxm111) （No.2013jyxm111）
Opening Project of Financial Engineering Research and Development Center of Anhui Polytechnic University,China (No.JRGCKF201502) （No.JRGCKF201502）
