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] | |
2017 | |
页码 | 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/5559323 |
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],2017:1. |
APA | Xiao, Min[1],Cui, Sheng[2],Ming, Ruixing[1],&Jiang, Tao[1].(2017).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.,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".(2017):1. |
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