摘要
本文对广义风险过程中的渐近方差作了非参数估计,得出并证明了两个定理,为广义风险过程中破产概率的区间估计作了理论准备．
We make a nonparametric estimation for the asymptotic square difference under Generalized risk process. Two theorems as well its proffs are demonstrated, the theory basis for ruin probability estimation by a interval under generalized risk process is estabilished.
出处
《应用数学学报》
CSCD
北大核心
2006年第5期769-777,共9页
Acta Mathematicae Applicatae Sinica
基金
浙江省教育厅科研项目(20030444)
浙江省自然科学基金(102065号)资助项目.
关键词
广义风险过程
渐近方差
非参数估计
随机序列
generalized risk process
asymptotic square difference nonparametric estimation
random sequence
