MARC状态：审校 文献类型：西文图书 浏览次数：48
- 题名/责任者:
- Asymptotics and ststistical analysis for ruin probabilities in some dependent risk modela / Yang Yang = 相依风险模型中破产概率的渐近性与统计分析 / 杨洋著
- 出版发行项:
- 北京 : 科学出版社, 2016.
- ISBN:
- 9787030479099
- 载体形态项:
- vii, 147 p. : ill. ; 24cm.
- 变异题名:
- 相依风险模型中破产概率的渐近性与统计分析
- 丛编说明:
- 博士后文库
- 个人责任者:
- Yang, yang (杨洋).
- 论题主题:
- Dependent risk model-statistical analysis.
- 中图法分类号:
- F840.4
- 书目附注:
- Includes bibliographical references (p. 141-147).
- 摘要附注:
- This book is based on the theory of major disaster risk, and studies the risk model of the insurance company's heavy tailed insurance. This book for the classical renewal risk model, and some non classical model complexity and the finance and insurance industry is closely related to the, contains a dependent risk model with interest and without interest, as well as discrete with insurance and financial risk risk model, by using the probability method theory and financial risk theory. Study on the various insurance companies get asymptotic finite time and infinite time ruin probability estimation formula. The theoretical results obtained in this book can provide reference for insurance companies to risk assessment and scientific decision-making for their business.
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