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浏览/检索结果: 共8条，第1-8条 帮助 已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 ASYMPTOTICS FOR A BIDIMENSIONAL RISK MODEL WITH TWO GEOMETRIC LEVY PRICE PROCESSES 期刊论文 JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2019, 卷号: 15, 页码: 481-505 作者:  Yang, Yang;  Wang, Kaiyong;  Liu, Jiajun;  Zhang, Zhimin 收藏  |  浏览/下载：10/0  |  提交时间：2019/11/19 infinite-time and finite-time ruin probabilities  consistently varying tail  dependence  geometric Levy price process  bidimensional risk model  Asymptotics  dominatedly varying tail  long tail   Uniform asymptotics for discounted aggregate claims in dependent multi-risk model 期刊论文 COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019, 卷号: 48, 页码: 781-793 作者:  Lu, Dawei;  Song, Lixin;  Li, Fuqi 收藏  |  浏览/下载：5/0  |  提交时间：2019/12/02 Consistently varying tail  Dependence  Discounted aggregate claims  Levy process  Multi-risk model  Uniformity   Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails 期刊论文 SCIENCE CHINA-MATHEMATICS, 2010, 卷号: 53, 期号: 6 作者:  Liu Li 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/05 moderate deviation  extended negative dependence  consistently varying tail  random sum   Precise large deviations for sums of random variables with consistently varying tails in multi-risk models 期刊论文 Journal of Applied Probability, 2007, 卷号: Vol.44 No.4, 页码: 889-900 作者:  Wang, WS [ 1 ];  By:Wang, S [ 1,2 ] 收藏  |  浏览/下载：3/0  |  提交时间：2019/04/24 Large deviation  loss process  consistently varying tail  sums of random variables   Precise large deviations for negatively associated random variables with consistently varying tails 期刊论文 STATISTICS & PROBABILITY LETTERS, 2007, 卷号: 77, 期号: 2 作者:  Liu, Yan 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/05 precise large deviations  heavy tail  consistently varying tail  negative association  Matuszewska index   Precise large deviations for sums of random variables with consistently varying tails 期刊论文 JOURNAL OF APPLIED PROBABILITY, 2004, 卷号: 41, 期号: 1, 页码: 93-107 作者:  Ng, KW;  Tang, QH;  Yan, JA;  Yang, HL 收藏  |  浏览/下载：13/0  |  提交时间：2018/07/30 consistently varying tail  doubly stochastic process  heavy tail  Matuszewska index  negative association  precise large deviations  random sums   Closure property of consistently varying random variables based on precise large deviation principles 期刊论文 Communications in Statistics - Theory and Methods 作者:  Shijie Wang;  Wensheng Wang;  Duo Guo 收藏  |  浏览/下载：1/0  |  提交时间：2019/04/24 Closure  property  Consistently  varying  tail  Precise  large  deviation  Random  maximum  Randomly  stopped  sum.   Asymptotic ruin probability for a by-claim risk model with pTQAI claims and constant interest force 期刊论文 Communications in Statistics - Theory and Methods 作者:  Shijie Wang;  Cen Chen 收藏  |  浏览/下载：1/0  |  提交时间：2019/04/24 By-claim risk model  ruin probability  pairwise tail quasi-asymptotically independent  consistently-varying tail  asymptotics