欢迎您！东篱公司
退出
-
申报数据库
-
立项数据库
-
成果数据库
-
项目获奖数据库
中文摘要：
研究双复合Poisson过程的风险模型,得到了关于赤字尾概率的函数型不等式,并且作为它的应用,得到了一些指数型上界估计,使得某些已有结果得到推广.
英文摘要：
For the double compound Poisson model, a functional inequality of the tail probability of the deficit is derived. As applications, the exponential upper bound and some known results are generalized.
同期刊论文项目
同项目期刊论文
strong law of large numbers and asymptotic equipartition property for nonsymmetric Markov chain fiel
Discrete time mean-variance analysis with singular second moment matrixes and an exogenous liability
The minimal entropy and the convergence of the p-optimal martingale measures in a general jump model
期刊信息
位置：