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- 000 01588cam a2200241 a 4500
- 008 161019s2016 cc a b 000 0 eng d
- 100 1_ |a Yang, yang (杨洋).
- 245 10 |a Asymptotics and ststistical analysis for ruin probabilities in some dependent risk modela / |c 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
- 246 1_ |a 相依风险模型中破产概率的渐近性与统计分析
- 260 __ |a 北京 : |b 科学出版社, |c 2016.
- 300 __ |a vii, 147 p. : |b ill. ; |c 24cm.
- 504 __ |a Includes bibliographical references (p. 141-147).
- 520 __ |a 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.
- 650 _0 |a Dependent risk model |x statistical analysis.
- 950 __ |a JHUD |b F840.4 |c Y22