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浙江工商大学 [4]
大连理工大学 [2]
西安交通大学 [1]
安徽大学 [1]
上海财经大学 [1]
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期刊论文 [8]
会议论文 [1]
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2019 [1]
2018 [2]
2017 [1]
2011 [1]
2010 [2]
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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
Moments of renewal shot-noise processes and their applications
期刊论文
SCANDINAVIAN ACTUARIAL JOURNAL, 2018, 期号: 8, 页码: 727-752
作者:
Jang, Jiwook
;
Dassios, Angelos
;
Zhao, Hongbiao
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  |  
浏览/下载:4/0
  |  
提交时间:2019/08/22
Renewal shot-noise processes
discounted aggregate claims
actuarial net premium
piecewise-deterministic Markov processes
martingale method
Monte Carlo exact simulation
credit risk
reliability
The Distribution of Discounted Compound PH-Renewal Processes
期刊论文
METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2018, 卷号: 20, 页码: 69-96
作者:
Wang, Ya Fang
;
Garrido, Jose
;
Leveille, Ghislain
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  |  
浏览/下载:2/0
  |  
提交时间:2019/11/26
PH distribution
Inverse Laplace transform
PH renewal process
Approximations
Esscher's premiums
Risk measures
Discounted aggregate claims
Differential systems
Compound renewal sums
Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model
期刊论文
2017, 卷号: 46, 期号: 5, 页码: 2559
作者:
Fu, Ke-Ang[1]
;
Li, Jie[2]
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浏览/下载:4/0
  |  
提交时间:2019/12/30
The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails
期刊论文
STATISTICS & PROBABILITY LETTERS, 2011, 卷号: 81, 页码: 1891-1898
作者:
Bai, Xiaodong
;
Song, Lixin
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浏览/下载:2/0
  |  
提交时间:2019/12/18
Asymptotics
Discounted aggregate claims
Heavy-tailed distribution
Uniformity
Correlation
Asymptotics of discounted aggregate claims for renewal risk model with risky investment
期刊论文
2010, 卷号: 25, 期号: 2, 页码: 209
作者:
Jiang Tao
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浏览/下载:2/0
  |  
提交时间:2019/12/30
Asymptotics of discounted aggregate claims for renewal risk model with risky investment
期刊论文
2010, 卷号: 0, 期号: 2, 页码: 209
作者:
JIANG Tao[1]
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浏览/下载:5/0
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提交时间:2019/12/26
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Uniform asymptotics for a non standard renewal risk model with CLWD heavy-tailed claims
期刊论文
Communications in Statistics - Theory and Methods
作者:
Shijie Wang
;
Bingzhen Geng
;
Cen Chen
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浏览/下载:1/0
  |  
提交时间:2019/04/24
Conditionally
linearly
wide
dependent
discounted
aggregate
claim
subexponential
distribution
consistently
varying
tailed
uniformity
Asymptotics of discounted aggregate claims for renewal model with risky investment
会议论文
Wuhan, China, September 20, 2009 - September 22, 2009
作者:
Jiang, Tao[1]
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浏览/下载:5/0
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提交时间:2019/12/30
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