当前位置: X-MOL 学术Stoch. Models › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Correction note to “A multidimensional ruin problem and an associated notion of duality,” Stochastic Models, 32 (2016) 539–574
Stochastic Models ( IF 0.5 ) Pub Date : 2020-12-21 , DOI: 10.1080/15326349.2020.1858876
S. Ramasubramanian 1
Affiliation  

Abstract

The expression given in an earlier paper for the ladder height distribution is erroneous. After deriving the correct version, the expression for ruin probability is provided.



中文翻译:

对“多维破产问题和相关对偶概念”的更正说明,随机模型,32(2016)539–574

摘要

在较早的论文中给出的关于梯子高度分布的表达式是错误的。导出正确的版本后,将提供破产概率的表达式。

更新日期:2020-12-21
down
wechat
bug