CORC

浏览/检索结果: 共11条,第1-10条 帮助

限定条件                
已选(0)清除 条数/页:   排序方式:
Some asymptotic results of the ruin probabilities in a bidimensional renewal risk model with Brownian perturbation 期刊论文
FILOMAT, 2019, 卷号: 33, 页码: -
作者:  Lu DW(鲁大伟);  Du J(杜娇);  Song H(宋慧)
收藏  |  浏览/下载:7/0  |  提交时间:2019/12/02
Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model 期刊论文
APPLIED MATHEMATICS-A JOURNAL OF CHINESE UNIVERSITIES SERIES B, 2018, 卷号: 33, 页码: 491-502
作者:  Shen, Xin-mei;  Fu, Ke-ang;  Zhong, Xue-ting
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/02
Moderate deviations for sums of dependent claims in a size-dependent renewal risk model 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 卷号: 46, 页码: 3235-3243
作者:  Fu, Ke-Ang;  Shen, Xinmei
收藏  |  浏览/下载:8/0  |  提交时间:2019/12/02
Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model 期刊论文
STATISTICS & PROBABILITY LETTERS, 2016, 卷号: 114, 页码: 6-13
作者:  Shen, Xinmei;  Xu, Menghao;  Atta Mills, Ebenezer Fiifi Emire
收藏  |  浏览/下载:5/0  |  提交时间:2019/12/09
Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims 期刊论文
STATISTICS & PROBABILITY LETTERS, 2016, 卷号: 114, 页码: 20-29
作者:  Lu, Dawei;  Zhang, Bin
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/09
Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2015, 卷号: 44, 页码: 2976-2983
作者:  Bai, Xiaodong;  Song, Lixin;  Wang, Yuebao
收藏  |  浏览/下载:5/0  |  提交时间:2019/12/09
On a discrete-time risk model with general income and time-dependent claims 期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2014, 卷号: 260, 页码: 470-481
作者:  Liu, He;  Bao, Zhenhua
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/09
Approximation of the Tail Probability of Dependent Random Sums Under Consistent Variation and Applications 期刊论文
METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2013, 卷号: 15, 页码: 165-186
作者:  Lin, Zhengyan;  Shen, Xinmei
收藏  |  浏览/下载:6/0  |  提交时间:2019/12/11
Asymptotic behavior of random time absolute ruin probability with D boolean AND L tailed and conditionally independent claim sizes 期刊论文
STATISTICS & PROBABILITY LETTERS, 2012, 卷号: 82, 页码: 1718-1726
作者:  Bai, Xiaodong;  Song, Lixin
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/13
Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2012, 卷号: 41, 页码: 1721-1732
作者:  Bai, Xiaodong;  Song, Lixin
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/13


©版权所有 ©2017 CSpace - Powered by CSpace