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	Large deviations for the stochastic present value of aggregate net claims with infinite variance in the renewal risk model and its application in risk management
	Xiao, Min[1]; Cui, Sheng[2]; Ming, Ruixing[1]; Jiang, Tao[1]
	2018
卷号	21期号:1
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/5570201
专题	浙江工商大学
作者单位	1.[1] School of Statistic and Mathematics, Zhejiang Gongshang University, Hangzhou, 310018, China 2.[2] College of Science, China Three Gorges University, Yichang, 443002, China
推荐引用方式 GB/T 7714	Xiao, Min[1],Cui, Sheng[2],Ming, Ruixing[1],et al. Large deviations for the stochastic present value of aggregate net claims with infinite variance in the renewal risk model and its application in risk management[J],2018,21(1).
APA	Xiao, Min[1],Cui, Sheng[2],Ming, Ruixing[1],&Jiang, Tao[1].(2018).Large deviations for the stochastic present value of aggregate net claims with infinite variance in the renewal risk model and its application in risk management.,21(1).
MLA	Xiao, Min[1],et al."Large deviations for the stochastic present value of aggregate net claims with infinite variance in the renewal risk model and its application in risk management".21.1(2018).

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