期刊文献+
任意字段
题名或关键词
题名
关键词
文摘
作者
第一作者
机构
刊名
分类号
参考文献
作者简介
基金资助
栏目信息

Asymptotic Behavior of Generalized Risk Processes 被引量：1

Asymptotic Behavior of Generalized Risk Processes
原文传递
导出
摘要 In this paper,the asymptotic behavior of generalized risk processes without any momentassumptions on the controlling process is described. In this paper, the asymptotic behavior of generalized risk processes without any moment assumptions on the controlling process is described.
作者 V.E.BENING V.Yu.KOROLEV LiXinLIU
机构地区 DepartmentofMathematicalStatistics MathematicsSchool
出处 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2004年第2期349-356,共8页 数学学报（英文版）
基金 Project supported by the Russian Foundation for Basic Research,Grant 99-01-00847 the Russian Humanitarian Scientific Foundation,Grant 00-02-00152a, by the NNSF of China(19971047) and DSF
关键词 Risk process Cox process Weak convergence Risk process Cox process Weak convergence
分类号 O211.67 [理学—概率论与数理统计]
  • 相关文献

参考文献15

  • 1Bening, V. E., Korolev, V. Yu.: Asymptotic behavior of generalized risk processes. Surveys in Industrial and Applied Mathematics, Ser. Finacial and Actuarial Mathematics, 5(1), 116-133 (1998).
  • 2Bening, V. E., Korolev, V. Yu.: Statistial estimation of ruin probability for generalized risk processes.Theory of Probability and Its Applications, 44(1), 161-164 (1999).
  • 3Bulmann, H.: Tendencies of development in risk theory, In: Centennial Celebration of the Actuarial Profession in North America. The Society of Actuaries, Shaumbury., Illinois, 1(2), 499-521 (1989).
  • 4Embrechts, P., Klupplberg, C.: Some aspects of insurance mathematics. "Theory of Probability and Its Applications, 38(2), 374-416 (1993).
  • 5Rootzen, H.: A note on the central limit theorem for doubly stochastic Poisson processes. Journal of Applied Probability, 13(4), 809-813 (1976).
  • 6Grandell, J.: Doubly stochastic processes, Lect. Notes Math. (1976).
  • 7Gnedenko, B. V., Korolev. V. Yu.: Random summation: limit theorems and applications, Boca Raton: FL CRC Press (1996).
  • 8Grandell, J.: Aspects of Risk Theory, Springer-Verlag, New York (1991).
  • 9Asmussen, S.: Applied Probabilities and Queues, John Wiley, New York (1987).
  • 10Beekman, J. A.: Collective risk results. Trans. Soc. Actuaries, 20, 182 (1968).

引证文献1

Acta Mathematica Sinica,English Series
2004年 第2期

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部