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On a kind of integrals of empirical processes concerning insurance risk

On a kind of integrals of empirical processes concerning insurance risk
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摘要 This paper proves the strong consistence and the central limit theorems for empirical right tail deviations. This paper proves the strong consistence and the central limit theorems for empirical right tail deviations.
出处 《Science China Mathematics》 SCIE 2003年第2期262-270,共9页 中国科学:数学(英文版)
基金 This work was supported by the National Natural Science Foundation of China (Grand Nos. 10071003 and 19831020) and the Education Foundation of Yunnan Province, China.
关键词 INSURANCE premium RIGHT TAIL deviation Skorokhod construction empirical process. insurance premium right tail deviation Skorokhod construction empirical process
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参考文献7

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  • 2Wang,S.An actuarial index of the right tail risk[].North American Archaeologist.1997
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  • 7Wang,S.Insurance pricing and increased limits rate making by proportional hazards transforms[].IME.1995

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