Uniform asymptotics for finite-time ruin probability of a bidimensional risk model | |
Chen, Yang; Yang, Yang; Jiang, Tao | |
刊名 | JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS |
2018 | |
卷号 | Vol.469 No.2页码:525-536 |
关键词 | Bidimensional risk model Finite-time ruin probability Uniform asymptotics Upper tail asymptotical independence Positively quadrant dependence |
ISSN号 | 0022-247X |
URL标识 | 查看原文 |
公开日期 | [db:dc_date_available] |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/5466139 |
专题 | 湖南大学 |
作者单位 | 1.Zhejiang Gongshang Univ, Sch Math & Stat, Hangzhou, Zhejiang, Peoples R China 2.Suzhou Univ Sci & Technol, Sch Math & Phys, Suzhou, Peoples R China 3.Nanjing Audit Univ, Dept Stat, Nanjing, Jiangsu, Peoples R China |
推荐引用方式 GB/T 7714 | Chen, Yang,Yang, Yang,Jiang, Tao. Uniform asymptotics for finite-time ruin probability of a bidimensional risk model[J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS,2018,Vol.469 No.2:525-536. |
APA | Chen, Yang,Yang, Yang,&Jiang, Tao.(2018).Uniform asymptotics for finite-time ruin probability of a bidimensional risk model.JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS,Vol.469 No.2,525-536. |
MLA | Chen, Yang,et al."Uniform asymptotics for finite-time ruin probability of a bidimensional risk model".JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Vol.469 No.2(2018):525-536. |
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