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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
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
On a Discrete Interaction Risk Model with Delayed Claims 期刊论文
Journal of Risk and Financial Management, 2015, 卷号: Vol.8 No.4, 页码: 355-368
作者:  He Liu;  Zhenhua Bao
收藏  |  浏览/下载:2/0  |  提交时间:2019/02/27
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
A Joint Density Function in the Renewal Risk Model* 期刊论文
数学研究通讯(英文版), 2013, 卷号: 第1期, 页码: 88-96
作者:  Tang Ling;  Wang De-hui;  Xu Huai
收藏  |  浏览/下载:7/0  |  提交时间:2019/04/18
deficit  at  ruin  surplus  prior  to  ruin  phase-type  distribution  renewal  risk  model  maximal  aggregate  loss  
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
Some Results about Ruin Probability in the second Type of Generalized Delayed Renewal Risk Model 会议论文
作者:  Fang, Shizu
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/10
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


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