期刊文献+

重尾分布族L、D的一些性质及其应用 被引量:6

Some properties of heavy-tailed distribution groups L and D and their application
下载PDF
导出
摘要 研究重尾分布族L、D关于独立积和线性组合的相关性质,并给出其在破产理论中的应用. The correlative related properties of heavy-tailed distribution groups L and D were studied in connection with the independent product and linear combination.Their application in bankrupt theory was given,also.
作者 付桐林 潘欢
出处 《兰州理工大学学报》 CAS 北大核心 2010年第3期162-165,共4页 Journal of Lanzhou University of Technology
基金 陇东学院青年科技创新项目(XYZK-0714)的资助.
关键词 重尾分布 长尾分布 受控变化尾 独立积 heavy-tailed distribution long-tailed distribution dominated varying tails independent product
  • 相关文献

参考文献8

  • 1EMBROCATES P, KLUPPELBERG C, MIKOSCH T. Modelling extreme events for insurance and finance [M]. Berlin: Springer, 1997. 被引量:1
  • 2CLINE D B H,SAMOROODNITSKY G. Subexponentiality of the product of independent random variables [J]. Stochastic Process and Their Applications, 1994,49 : 75-98. 被引量:1
  • 3苏淳,陈昱.独立随机变量乘积的分布性状[J].中国科学(A辑),2006,36(2):161-178. 被引量:2
  • 4SHIMURA T. The product of independent random variables with slowly varying truncated moments [J]. Journal of the Australian Mathematical Society, 1997,62:186-197. 被引量:1
  • 5CAI J,TANG Q. On maxisum equivalence and convolution closure of heavy-tailed distributions and their applications [J]. Journal of Applied Probability, 2004,41 : 117-130. 被引量:1
  • 6EMBRECHTS P, GOLDIE C. On closure and faetorization properties of sub-exponential and related distributions [J]. Journal of the Australian Mathematical Society, 1980,29; 243- 256. 被引量:1
  • 7TANG Q,TSITSIASHVILI G. Precise estimates for the ruinprobability infinite horizonina discrete-time model with heavytailed insurance and financial risks [J]. Stochastic Process and There Application, 2003,108(2) : 299-325. 被引量:1
  • 8TOMASZ R,TEUGELS J M. Stochestic process for insurance and finance [M]. New York:Johe wiley, 1999. 被引量:1

二级参考文献9

  • 1Embrechts P,Klüppelberg C,Mikosch T.Modelling Extremal Events for Insurance and Finance.Berlin:Springer,1997 被引量:1
  • 2Tang Q,Tsitsiashvili G.Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.Stochastic Processes and Their Applications,2003,108:299~325 被引量:1
  • 3Cline D B H,Samorodnitsky G.Subexponentiality of the product of independent random variables.Stochastic Process and Their Applications,1994,49:75~98 被引量:1
  • 4Embrechts P,Goldie C M.On closure and factorization properties of subexponential distribution.J Austral Math Soc Ser A,1980,29:243~256 被引量:1
  • 5Shimura T.The product of independent random variables with slowly varying truncated moments.J Austral Math Soc Ser A,1997,62:186~197 被引量:1
  • 6Su C,Chen J,Hu Z.Some discussions on the class L(γ).Journal of Mathematical Science,2004,122(4):3416~3425 被引量:1
  • 7Pitman E J G.Subexponential distribution functions.J Austral Math Soc Ser A,1980,29:337~347 被引量:1
  • 8Su C,Tang Q.Characterizations on heavy-tailed distributions by means of hazard Rate.Acta Mathematicae Applicatae Sinica,English Series,2003,19(1):135~142 被引量:1
  • 9Su C,Tang Q.Heavy-tailed distributions and their application.In:Lai T L,Yang H L,Yung S P,eds.Probability,Finance and Insurance,Proceedings of a Workshop at the University of Hong Kong.Singapore:World Scientific,2004.218~236 被引量:1

共引文献1

同被引文献68

  • 1孔东民.Lotka-Volterra系统下市场结构的演进[J].管理工程学报,2005,19(3):77-81. 被引量:33
  • 2Brandera J,Taylorm S. The simple economics of Easter Island: a ricard malthus model of renewable resource use [ J ]. A- merican Economic Review, 1998, ( 8 ) : 119 - 138. 被引量:1
  • 3Sergey Slobodyan. On impossibility of limit cycles in certain two dimensional continuous time grouth model[ J ]. Studies in Nonlinear Dynamics and Econometrics ,2001,5 ( 1 ) :33 - 40. 被引量:1
  • 4Delfino D,Simmons P J. Infectious disease and economic growth: the case otTuberculosis [ OL]. [ 2007 -01 -01 ], ht- "cp ://www. york. ac. uk/ media/ economics/ documents / discussion papers/1999 ,/9923. pdf. 被引量:1
  • 5Delfino D; Simmons P J. Positive and normative issues of economic growth with infectious disease [OL]. [ 2g)7 -01 -01 ]. http://www, york. ae. uk / media / economics / docurents / discussion papers / 2000 / 0048. pdf. 被引量:1
  • 6Ioannis Karatzas, Yor M. Martingale Methods in Finnancial Modelling[ M ]. New York: SpringerVerlag, 1998:205 -228. 被引量:1
  • 7Li X, Mao X. Population dynamical behavior of nonautonomous Lotka - Voherra competitive systems with random perturba- tion [ J ]. Discrete and Continuous Dynamical Systems, 2009, 24:523 - 545. 被引量:1
  • 8Brandera J,Taylorm S. The simple economics of Easter Island: a ricard malthus model of renewable resource use [ J ]. American Economic Review,1998 ( 8 ) : 119-138. 被引量:1
  • 9Delfino D,Simmons P J. Infectious disease and economic growth: the case otTuberculosis [ J/OL]. [ 2007-01-01 ], http: ffwww. york. ac. uk/ media/ economics/ documents / discussion papers/1999 / 9923. pdf. 被引量:1
  • 10Delfino D, Simmons P J. Positive and normative issues of economic growth with infectious disease [ J/OL]. [ 2007-01-01 ]. http: /Jwww. york. ac. uk ! media ! economics ! documents ! discussion papers ! 2000 ! 0045. pdf. 被引量:1

引证文献6

二级引证文献5

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