位置：成果数据库 > 期刊 > 期刊详情页
Heavy tails of a Lévy process and its maximum over a random time interval
  • 期刊名称：Sci. China Math.
  • 时间：2011.9.9
  • 页码：1875-1884
  • 相关项目：重尾分布及相关风险模型中若干问题的研究
作者： Liu, Yan|Tang, QiHe|
同期刊论文项目
重尾分布及相关风险模型中若干问题的研究
期刊论文 10 会议论文 2
同项目期刊论文
Estimated standard partial likelihood method for multivariate failure time data with auxiliary infor
On the Dual Risk Model with Interest and Constant Dividend Barrier
Precise large deviations for a customer-based individual risk model
The subexponential product convolution of two Weibull-type distributions
Image segmentation based on multiresolution Markov random field with fuzzy constraint in wavelet dom
The optimal strategy for insurance company under the influence of terminal value.
Convolution Kernel Implementation Based on Quasi-Monte Carlo Probability Hypothesis Density
Constant barrier strategies in a two-state Markov-modulated dual risk model.
Absolute Ruin Problems for the Risk Processes with Interest and a Constant Dividend Barrier