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安徽大学 [3]
武汉大学 [2]
西安交通大学 [1]
大连理工大学 [1]
数学与系统科学研究院 [1]
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期刊论文 [8]
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2019 [2]
2010 [1]
2007 [2]
2004 [1]
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ASYMPTOTICS FOR A BIDIMENSIONAL RISK MODEL WITH TWO GEOMETRIC LEVY PRICE PROCESSES
期刊论文
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2019, 卷号: 15, 页码: 481-505
作者:
Yang, Yang
;
Wang, Kaiyong
;
Liu, Jiajun
;
Zhang, Zhimin
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2019/11/19
infinite-time and finite-time ruin probabilities
consistently varying tail
dependence
geometric Levy price process
bidimensional risk model
Asymptotics
dominatedly varying tail
long tail
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
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  |  
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
Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails
期刊论文
SCIENCE CHINA-MATHEMATICS, 2010, 卷号: 53, 期号: 6
作者:
Liu Li
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浏览/下载:2/0
  |  
提交时间:2019/12/05
moderate deviation
extended negative dependence
consistently varying tail
random sum
Precise large deviations for sums of random variables with consistently varying tails in multi-risk models
期刊论文
Journal of Applied Probability, 2007, 卷号: Vol.44 No.4, 页码: 889-900
作者:
Wang, WS [ 1 ]
;
By:Wang, S [ 1,2 ]
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  |  
浏览/下载:3/0
  |  
提交时间:2019/04/24
Large deviation
loss process
consistently varying tail
sums of random variables
Precise large deviations for negatively associated random variables with consistently varying tails
期刊论文
STATISTICS & PROBABILITY LETTERS, 2007, 卷号: 77, 期号: 2
作者:
Liu, Yan
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  |  
浏览/下载:2/0
  |  
提交时间:2019/12/05
precise large deviations
heavy tail
consistently varying tail
negative association
Matuszewska index
Precise large deviations for sums of random variables with consistently varying tails
期刊论文
JOURNAL OF APPLIED PROBABILITY, 2004, 卷号: 41, 期号: 1, 页码: 93-107
作者:
Ng, KW
;
Tang, QH
;
Yan, JA
;
Yang, HL
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浏览/下载:13/0
  |  
提交时间:2018/07/30
consistently varying tail
doubly stochastic process
heavy tail
Matuszewska index
negative association
precise large deviations
random sums
Closure property of consistently varying random variables based on precise large deviation principles
期刊论文
Communications in Statistics - Theory and Methods
作者:
Shijie Wang
;
Wensheng Wang
;
Duo Guo
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  |  
浏览/下载:1/0
  |  
提交时间:2019/04/24
Closure
property
Consistently
varying
tail
Precise
large
deviation
Random
maximum
Randomly
stopped
sum.
Asymptotic ruin probability for a by-claim risk model with pTQAI claims and constant interest force
期刊论文
Communications in Statistics - Theory and Methods
作者:
Shijie Wang
;
Cen Chen
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浏览/下载:1/0
  |  
提交时间:2019/04/24
By-claim risk model
ruin probability
pairwise tail quasi-asymptotically independent
consistently-varying tail
asymptotics
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