Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure | |
Bai, Xiaodong; Song, Lixin | |
刊名 | COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
![]() |
2012 | |
卷号 | 41页码:1721-1732 |
关键词 | Asymptotics Dependence Random time ruin probability Renewal risk model Subexponential distribution |
ISSN号 | 0361-0926 |
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/4666559 |
专题 | 大连理工大学 |
作者单位 | 1.Dalian Univ Technol, Sch Math Sci, Dalian 116023, Peoples R China. 2.BaoTou Normal Coll, Dept Math, Baotou, Peoples R China. 3.Dalian Univ Technol, Sch Math Sci, Dalian 116023, Peoples R China. |
推荐引用方式 GB/T 7714 | Bai, Xiaodong,Song, Lixin. Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2012,41:1721-1732. |
APA | Bai, Xiaodong,&Song, Lixin.(2012).Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,41,1721-1732. |
MLA | Bai, Xiaodong,et al."Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 41(2012):1721-1732. |
个性服务 |
查看访问统计 |
相关权益政策 |
暂无数据 |
收藏/分享 |
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。
修改评论