位置：成果数据库 > 期刊 > 期刊详情页
Extremes and products of multivariate AC-product risks
  • ISSN号：0167-6687
  • 期刊名称：Insurance: Mathematics and Economics
  • 时间：2013.3.3
  • 页码：312-319
  • 相关项目：相依结构重尾风险模型的破产理论与统计分析
作者： Yang Yang|Enkelejd Hashorva|
同期刊论文项目
相依结构重尾风险模型的破产理论与统计分析
期刊论文 35 著作 1
同项目期刊论文
Approximation for the Finite-Time Ruin Probability of a General Risk Model with Constant Interest Ra
Precise large deviations for compound random sums in the presence of dependence structures
Tail probability of randomly weighted sums of subexponential random variables under a dependence str
Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk mod
Uniform asymptotics for the finite-time ruin probability in a general risk model with pairwise quasi
Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-
A note on the max-sum equivalence of randomly weighted sums of heavy-tailed random variables
广义负相依一般风险模型中有限时破产概率的估计及数值模拟
相依风险模型中破产概率的一致渐近性
Uniform estimates for the finite-time ruin probability in the dependent renewal risk model
The finite-time ruin probability in two non-standard renewal risk models with constant interest rate
Precise large deviations for widely orthant dependent random variables with dominatedly varying tail
On the ruin probability in a dependent discrete time risk model with insurance and financial risks
Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly v
Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times (vol 111, pg
Tail behavior of sums and maxima of sums of dependent subexponential random variables
Large deviations for random sums of differences between two sequences of random variables with appli
Tail behavior of the product of two dependent random variables with applications to risk theory
时间相依更新风险模型中无限时绝对破产概率的渐近性
A note on the tail behaviorof randomly weighted sums with convolution-equivalently distributed rando
Statistical inferences for generalized Pareto distribution based on interior penalty function algori
On estimation of a heteroscedastic measurement error model under heavy-tailed distributions
Sparse logistic regression for diagnosis of liver fibrosis in rat by using SCAD-penalized likelihood
Tail dependence for regularly varying time series
Uniform asymptotics for discounted aggregate claims in dependent risk models
Estimate for the finite-time ruin probability in the discrete-time risk model with insurance and fin
On complete convergence for arrays of rowwise strong mixing random variables
基于相依风险模型破产概率的渐近估计及其实证分析
Modified maximum spacings method for generalized extreme value distribution and applications in real
Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent incr
Estimates for the tail probability of the supremum of a random walk with independent increments
Precise large deviations for dependent random variables with applications to the compound renewal ri