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浏览/检索结果: 共5条，第1-5条 帮助 限定条件 专题：大连理工大学    第一署名单位    第一作者单位    通讯作者单位     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Uniform asymptotics for discounted aggregate claims in dependent multi-risk model 期刊论文 COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019, 卷号: 48, 页码: 781-793 作者:  Lu, Dawei;  Song, Lixin;  Li, Fuqi 收藏  |  浏览/下载：5/0  |  提交时间：2019/12/02 Consistently varying tail  Dependence  Discounted aggregate claims  Levy process  Multi-risk model  Uniformity   Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails 期刊论文 COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 卷号: 46, 页码: 2013-2028 作者:  Song, Lixin;  Hua, Zhiqiang;  Lu, Dawei;  Qi, Xiaomeng 收藏  |  浏览/下载：7/0  |  提交时间：2019/12/02 Dominatedly varying tail  Non-identical distributions  Precise large deviations  Widely upper orthant dependence  60F10  60F05  60G50   Tail Dependence in Copper Future Prices Based on a Conditional Multivariate Extreme Value Model 会议论文 PROCEEDINGS OF THE 9TH (2017) INTERNATIONAL CONFERENCE ON FINANCIAL RISK AND CORPORATE FINANCE MANAGEMENT, 2017-01-01 作者:  Guo Ming;  Qin Xuezhi 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/02 Multivariate extreme value theory  tail dependence  risk spillover effect   Tail Dependence in Copper Future Prices Based on a Conditional Multivariate Extreme Value Model. The 9th (2017) International Conference on Financial Risk and Corporate Finance Management 会议论文 The 9th (2017) International Conference on Financial Risk and Corporate Finance Management (FRCFM2017) 作者:  Qin XZ(秦学志) 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/03 Tail dependence coefficients of multivariate elliptical distributions 会议论文 2nd International Conference on Multimedia Technology, ICMT 2011, Hangzhou, 2011-07-26 作者:  Song L.;  Lu D.;  Wang X.;  Song Z. 收藏  |  浏览/下载：1/0  |  提交时间：2019/12/18