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Uniform asymptotics for discounted aggregate claims in dependent multi-risk model
Lu, Dawei; Song, Lixin; Li, Fuqi
刊名COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
2019
卷号48页码:781-793
关键词Consistently varying tail Dependence Discounted aggregate claims Levy process Multi-risk model Uniformity
ISSN号0361-0926
URL标识查看原文
WOS记录号[DB:DC_IDENTIFIER_WOSID]
内容类型期刊论文
URI标识http://www.corc.org.cn/handle/1471x/3222369
专题大连理工大学
作者单位Dalian Univ Technol, Sch Math Sci, Dalian 116023, Peoples R China.
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GB/T 7714
Lu, Dawei,Song, Lixin,Li, Fuqi. Uniform asymptotics for discounted aggregate claims in dependent multi-risk model[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2019,48:781-793.
APA Lu, Dawei,Song, Lixin,&Li, Fuqi.(2019).Uniform asymptotics for discounted aggregate claims in dependent multi-risk model.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,48,781-793.
MLA Lu, Dawei,et al."Uniform asymptotics for discounted aggregate claims in dependent multi-risk model".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 48(2019):781-793.
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