지원사업
학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
커뮤니티
연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
초록· 키워드
오류제보하기
Recently, Li [12] gave an asymptotic formula for the ultimate ruin probability in a delayed-claim risk model with constant force of interest and pairwise quasi-asymptotically independent and extendedregularly- varying-tailed claims. This paper extends Li’s result to the case in which the risk model is perturbed by diffusion, the claims are consistently-varying-tailed and the main-claim interarrival times are widely lower orthant dependent.
목차
등록된 정보가 없습니다.
참고문헌 (24)
참고문헌 신청
D. B. H. Cline / 1994 / Subexponentiality of the product of independent random variables / Stochastic Process. Appl 49 (1) : 75 ~ 98
D. Wang / 2005 / Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory / Sci. China Ser. A 48 (10) : 1379 ~ 1394
H. Meng / 2012 / On the expected discounted penalty function in a delayed-claims risk model / Acta Math. Appl. Sin. Engl. Ser 28 (2) : 215 ~ 224
H. R. Waters / 1985 / Ruin probabilities allowing for delay in claims settlement / Insurance Math. Econom 4 (2) : 113 ~ 122
H. Xie / 2010 / Expected present va
D. Wang / 2005 / Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory / Sci. China Ser. A 48 (10) : 1379 ~ 1394
H. Meng / 2012 / On the expected discounted penalty function in a delayed-claims risk model / Acta Math. Appl. Sin. Engl. Ser 28 (2) : 215 ~ 224
H. R. Waters / 1985 / Ruin probabilities allowing for delay in claims settlement / Insurance Math. Econom 4 (2) : 113 ~ 122
H. Xie / 2010 / Expected present va
함께 읽어보면 좋을 논문
논문 유사도에 따라 DBpia 가 추천하는 논문입니다. 함께 보면 좋을 연관 논문을 확인해보세요!
-
Moments of the ruin time and the total amount of claims until ruin in a diffusion risk process
한국데이터정보과학회지
2016 .02
-
Surplus Process Perturbed by Diusion and Subject to Two Types of Claim
CSAM(Communications for Statistical Applications and Methods)
2015 .01
-
ASYMPTOTIC PROPERTY FOR NONLINEAR PERTURBED FUNCTIONAL DIFFERENTIAL SYSTEMS
충청수학회지
2016 .01
-
ASYMPTOTIC PROPERTY FOR PERTURBED NONLINEAR FUNCTIONAL DIFFERENTIAL SYSTEMS
Journal of applied mathematics & informatics
2015 .01
-
ASYMPTOTIC PROPERTY OF PERTURBED NONLINEAR SYSTEMS
충청수학회지
2017 .01
-
Lipschitz and asymptotic stability of nonlinear systems of perturbed differential equations
한국수학논문집
2015 .01
-
Almost sure and complete consistency of the estimator in nonparametric regression model for negatively orthant dependent random variables
대한수학회보
2020 .01
-
LIPSCHITZ AND ASYMPTOTIC STABILITY FOR PERTURBED FUNCTIONAL DIFFERENTIAL SYSTEMS
Journal of applied mathematics & informatics
2015 .01
-
Convergence properties for the partial sums of widely orthant dependent random variables under some integrable assumptions and their applications
대한수학회보
2020 .01
-
혼합지수분포를 이용한 파산확률의 새로운 근사방법
한국데이터정보과학회지
2018 .01
-
SOLVING SECOND ORDER SINGULARLY PERTURBED DELAY DIFFERENTIAL EQUATIONS WITH LAYER BEHAVIOR VIA INITIAL VALUE METHOD
Journal of applied mathematics & informatics
2018 .01
-
LIPSCHITZ AND ASYMPTOTIC STABILITY OF PERTURBED FUNCTIONAL DIFFERENTIAL SYSTEMS
순수 및 응용수학
2015 .01
-
Uniformly Lipschitz stability and asymptotic property of perturbed functional differential systems
한국수학논문집
2016 .01
-
Asymptotic evaluation of $\int_0^\infty\left(\frac{\sin x}{x}\right)^n\;dx$
대한수학회논문집
2020 .01
-
CLOSURE PROPERTY AND TAIL PROBABILITY ASYMPTOTICS FOR RANDOMLY WEIGHTED SUMS OF DEPENDENT RANDOM VARIABLES WITH HEAVY TAILS
대한수학회지
2017 .01
-
Single Change-point Tests for P-order Autoregressive Models
Quantitative Bio-Science
2019 .11
-
UNIFORMLY LIPSCHITZ STABILITY AND ASYMPTOTIC PROPERTY IN PERTURBED NONLINEAR DIFFERENTIAL SYSTEMS
순수 및 응용수학
2016 .01
-
Asymptotic foliations of quasi-homogeneous convex affine domains
대한수학회논문집
2017 .01
-
UNIFORMLY LIPSCHITZ STABILITY AND ASYMPTOTIC BEHAVIOR OF PERTURBED DIFFERENTIAL SYSTEMS
충청수학회지
2016 .01
-
ASYMPTOTIC-NUMERICAL METHOD FOR SINGULARLY PERTURBED DIFFERENTIAL DIFFERENCE EQUATIONS OF MIXED-TYPE
Journal of applied mathematics & informatics
2015 .01
이 논문의 저자 정보
최근 본 자료
댓글(0)
0