利率具有二阶自回归结构的复合二项风险模型

杨善兵, 季红蕾, 朱亚萍

Compound Binomial Risk Model Under Rates of Interest with Autoregressive Structure of Order 2

YANG Shan-Bing, JI Hong-Lei, ZHU Ya-Ping

journal6 . 2007, (4): 12 -15 .