1 resultado para Yang-baxter Equation
em Universidade Federal do Rio Grande do Norte(UFRN)
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Resumo:
In this work we study a new risk model for a firm which is sensitive to its credit quality, proposed by Yang(2003): Are obtained recursive equations for finite time ruin probability and distribution of ruin time and Volterra type integral equation systems for ultimate ruin probability, severity of ruin and distribution of surplus before and after ruin