메뉴 건너뛰기




Volumn 17, Issue 4, 2013, Pages 549-556

Extreme value theorems of uncertain process with application to insurance risk model

Author keywords

Finance; Insurance; Risk; Uncertain process; Uncertainty theory

Indexed keywords

EXTREME VALUE; FIRST HITTING TIME; INDEX FORMULA; INSURANCE RISK MODEL; UNCERTAIN PROCESS; UNCERTAIN VARIABLES; UNCERTAINTY DISTRIBUTIONS; UNCERTAINTY THEORY;

EID: 84874945929     PISSN: 14327643     EISSN: 14337479     Source Type: Journal    
DOI: 10.1007/s00500-012-0930-5     Document Type: Article
Times cited : (112)

References (18)
  • 1
    • 84862110425 scopus 로고    scopus 로고
    • American option pricing formula for uncertain financial market
    • Chen XW (2011) American option pricing formula for uncertain financial market. Int J Oper Res 8(2): 32-37.
    • (2011) Int J Oper Res , vol.8 , Issue.2 , pp. 32-37
    • Chen, X.W.1
  • 2
    • 77952095341 scopus 로고    scopus 로고
    • Existence and uniqueness theorem for uncertain differential equations
    • Chen XW, Liu B (2010) Existence and uniqueness theorem for uncertain differential equations. Fuzzy Optim Decis Making 9(1): 69-81.
    • (2010) Fuzzy Optim Decis Making , vol.9 , Issue.1 , pp. 69-81
    • Chen, X.W.1    Liu, B.2
  • 3
    • 33847212595 scopus 로고    scopus 로고
    • 2nd edn. Springer, Berlin
    • Liu B (2007) Uncertainty theory, 2nd edn. Springer, Berlin.
    • (2007) Uncertainty theory
    • Liu, B.1
  • 4
    • 54249130991 scopus 로고    scopus 로고
    • Fuzzy process, hybrid process and uncertain process
    • Liu B (2008) Fuzzy process, hybrid process and uncertain process. J Uncertain Syst 2(1): 3-16.
    • (2008) J Uncertain Syst , vol.2 , Issue.1 , pp. 3-16
    • Liu, B.1
  • 5
    • 58149383472 scopus 로고    scopus 로고
    • Some research problems in uncertainty theory
    • Liu B (2009a) Some research problems in uncertainty theory. J Uncertain Syst 3(1): 3-10.
    • (2009) J Uncertain Syst , vol.3 , Issue.1 , pp. 3-10
    • Liu, B.1
  • 7
    • 77956155899 scopus 로고    scopus 로고
    • Uncertain risk analysis and uncertain reliability analysis
    • Liu B (2010a) Uncertain risk analysis and uncertain reliability analysis. J Uncertain Syst 4(3): 163-170.
    • (2010) J Uncertain Syst , vol.4 , Issue.3 , pp. 163-170
    • Liu, B.1
  • 9
    • 84863012623 scopus 로고    scopus 로고
    • Why is there a need for uncertainty theory
    • Liu B (2012a) Why is there a need for uncertainty theory. J Uncertain Syst 6(1): 3-10.
    • (2012) J Uncertain Syst , vol.6 , Issue.1 , pp. 3-10
    • Liu, B.1
  • 10
  • 13
    • 77956154948 scopus 로고    scopus 로고
    • Expected value of function of uncertain variables
    • Liu YH, Ha MH (2010) Expected value of function of uncertain variables. J Uncertain Syst 4(3): 181-186.
    • (2010) J Uncertain Syst , vol.4 , Issue.3 , pp. 181-186
    • Liu, Y.H.1    Ha, M.H.2
  • 14
    • 84861195590 scopus 로고    scopus 로고
    • A new option pricing model for stocks in uncertainty markets
    • Peng J, Yao K (2011) A new option pricing model for stocks in uncertainty markets. Int J Oper Res 8(2): 18-26.
    • (2011) Int J Oper Res , vol.8 , Issue.2 , pp. 18-26
    • Peng, J.1    Yao, K.2
  • 16
    • 84870513575 scopus 로고    scopus 로고
    • Uncertain alternating renewal process and its application
    • (to be published)
    • Yao K, Li X (2012) Uncertain alternating renewal process and its application. IEEE Trans Fuzzy Syst (to be published).
    • (2012) IEEE Trans Fuzzy Syst
    • Yao, K.1    Li, X.2
  • 17
    • 84862085939 scopus 로고    scopus 로고
    • A stock model with jumps for uncertain markets
    • Yu XC (2012) A stock model with jumps for uncertain markets. Int J Uncertain Fuzziness Knowledge-Based Syst 20(3): 421-432.
    • (2012) Int J Uncertain Fuzziness Knowledge-Based Syst , vol.20 , Issue.3 , pp. 421-432
    • Yu, X.C.1
  • 18
    • 77957789004 scopus 로고    scopus 로고
    • Uncertain optimal control with application to a portfolio selection model
    • Zhu Y (2010) Uncertain optimal control with application to a portfolio selection model. Cybern Syst 41(7): 535-547.
    • (2010) Cybern Syst , vol.41 , Issue.7 , pp. 535-547
    • Zhu, Y.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.