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Asymptotics for ruin probabilities of two kinds of dependent risk models with NLOD inter-arrival tim
  • ISSN号：1009-6124
  • 期刊名称：Journal of Systems Science and Complexity
  • 时间：2011.4.4
  • 页码：328-334
  • 相关项目：两类随机过程的局部渐近理论及在保险中的应用
作者： Yang, Yang|Wang, Yuebao|Liu, Xijun|
同期刊论文项目
两类随机过程的局部渐近理论及在保险中的应用
期刊论文 39
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Asymptotics for ruin probability of some negatively dependent risk models with a constant interest r
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New examples of heavy-tailed O-subexponential distributions and related closure properties
Uniform asymptotics of the finite-time ruin probability for all times
A note on a dependent risk model with constant interest rate
Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random vari
Ruin probability with pairwise quasi-asymtotically independent and dominatedly varying-tailed claims
Tail behavior of random sums of negatively associated increments
Almost sure central limit theorem for the maxima and sums of stationary Gaussian sequences
Basic renewal theorems for random walks with widely dependent increments
Uniform estimaes for ruin probabilities in the renewal risk model with upper-tail independent claims
Exact asymptotics and limit theorems for supremum of stationary-processes over a random interval
An almost sure limit theorem for the maxima of smooth stationary Gaussian processes
Asymptotics of maxima of strongly dependent Gaussian processes
On asymptotic equivalence among the solutions of some defective renewal equations
Lower limits and upper limits for tails of random sums supported on R
A note on the properties of the reproductive dispersion model
Some discussions on the local distribution classes
Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant I
Estimates for the finite-time ruin probability with insurance and financial risks
Some properties of the exponential distribution class with applications to risk theory
Some asymptotic results on extremes of incomplete samples
Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables
Asymptotic results for ruin probability of a two-dimensional renewal risk model
Random walks with non-convolution equivalent increments and their applications
Equivalent conditions of local asymptotics for the solutions of defective renewal equations, with ap
The limit theorems on extremes for Gaussian random fields
Large Deviations of Shepp statistics for fractional Brownian motion
On Piterbarg max-discretisation theorem for multivariate stationary Gaussian processes
带常利率相依风险模型的有限时破产概率
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期刊信息
  • 《系统科学与复杂性学报：英文版》
  • 主管单位:中国科学院
  • 主办单位:中国科学院系统科学研究所
  • 主编：
  • 地址：北京东黄城根北街16号
  • 邮编：100080
  • 邮箱：
  • 电话：010-62541831 62541834
  • 国际标准刊号：ISSN：1009-6124
  • 国内统一刊号：ISSN：11-4543/O1
  • 邮发代号:82-545
  • 获奖情况:
  • 国内外数据库收录:
  • 俄罗斯文摘杂志,美国数学评论（网络版）,德国数学文摘,荷兰文摘与引文数据库,美国工程索引,美国科学引文索引（扩展库）,英国科学文摘数据库
  • 被引量:125