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Keyword [heavy-tailed distribution]
Result: 1 - 20 | Page: 1 of 3
1. Study On Asymptotic Analysis On The Renewal Risk Model With Investment Returns And Its Application
2. Insurance Risk Theory Based On Entrance Processes And Its Applications
3. The Asymptotic Behaviors Of The Ruin Probabilities For Several Non-standard Risk Models
4. A Study On Financial Market Risk Measurement On Condition Of Heavy-tailed Distributions
5. The Discussion Of Ruin Issue In Risk Models With Fat-tail
6. Functional Coefficient Autoregression Models With Heavy Tailed
7. The Ruin Probability With Constant Interest Force
8. Weighted Least Absolute Deviation Estimatation For A GARCH Process With Infinite Variance And Asymptotic Properties
9. Tail Index Estimation Of Heavy-tailed Distribution, The Calculation Of VaR And Empirical Analysis Of China's Stock Markets
10. Uniform Asymptotic Behaviour Of The Fnite-time Ruin Probability With Negative Dependence Inter-occurrence Times
11. Study On Two Kinds Of Generalized Risk Models
12. A Study On Financial Risk Measurement Based On Heavy Tail Distribution And GARCH Model
13. The Multi-dimensional Ruin Probability With Heavy-tailed Distribution
14. The Distribution Of Surplus Immediately Before Ruin When Claims Obey Compound Exponential Distribution
15. The Finite-time Ruin Probability Of A Renewal Risk Model With An Exponential Lévy Process
16. The Ruin Probability Of The Delayed Renewal Risk Model With Constant Interest
17. Risk Analysis Based On Copula-Kernel Model
18. The Uniform Tail Asymptotics In The Renewal Risk Model With An Exponential Levy Process
19. With Interest Rate And The Dependency Of The Probability Of Bankruptcy Case
20. Heavy-tailed Index Estimators, And Empirical Analysis Of Predicting Final Price In Online Auction
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