首页> 外文OA文献 >Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails

【2h】

Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails

机译：在存在重尾的情况下，具有恒定利率的经典风险模型中的破产概率的估计

代理获取

本网站仅为用户提供外文OA文献查询和代理获取服务，本网站没有原文。下单后我们将采用程序或人工为您竭诚获取高质量的原文，但由于OA文献来源多样且变更频繁，仍可能出现获取不到、文献不完整或与标题不符等情况，如果获取不到我们将提供退款服务。请知悉。

页面导航

著录项
相似文献
相关主题

著录项

作者
Dimitrios Konstantinides A; Qihe Tang B; Gurami Tsitsiashvili C;
展开▼
作者单位

展开▼
年度 2001
总页数
原文格式 PDF
正文语种
中图分类

相似文献

外文文献
中文文献
专利

1. The Asymptotic Estimate of Ruin Probability Under a Class of Risk Model in the Presence of Heavy Tails [J] . JIAQIN WEI, RONGMING WANG, DINGJUN YAO Communications in Statistics. A, Theory and Methods . 2008,第13a15期

机译：大尾风险模型下破坏概率的渐近估计
2. RUIN PROBABILITY IN A SEMI-MARKOV RISK MODEL WITH CONSTANT INTEREST FORCE AND HEAVY-TAILED CLAIMS [J] . Hu YANG, Kai XUE 数学物理学报（英文版） . 2013,第004期

机译：具有恒定利息和重额索赔的半马尔可夫风险模型的破产概率
3. Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks [J] . Tang QH., Tsitsiashvili G. Stochastic Processes and Their Applications: An Official Journal of the Bernoulli Society for Mathematical Statistics and Probability . 2003,第2期

机译：在带有重尾保险和金融风险的离散时间模型中有限地平线上的破产概率的精确估计
4. On the Ruin Probability for a Dependent Risk Model under the Heavy-Tailed [C] . Yongmao Wang, Hanwu Shi, Suhong Liu, 2010 First ACIS International Symposium on Cryptography and Network Security, Data Mining and Knowledge Discovery, E-Commerce Its Applications and Embedded Systems . 2010

机译：重尾下相依风险模型的破产概率
5. Probabilities of Ruin in Economics and Insurance under Light- and Heavy-tailed Distributions. [D] . Kim, Hyeonju. 2015

机译：轻尾分布和重尾分布下经济和保险业的破产概率。
6. The Asymptotics of Recovery Probability in the Dual Renewal Risk Model with Constant Interest and Debit Force [O] . Hao Wang, Lin Xu 2015

机译：利率不变且利率不变的双重更新风险模型中恢复概率的渐近性
7. Estimates for the Ruin Probability in the Classical Risk Model with Constant Interest Force in the Presence of Heavy Tails ¤ [O] . D. G. Konstantinidesa, Q. H. Tangb Y, G. Sh. Tsitsiashvilic Z 2015

机译：具有恒定利率的经典风险模型在重尾条件下的破产概率估计¤

Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails

著录项

相似文献

相关主题

期刊订阅