學(xué)術(shù)活動(dòng)

A SUBCLASS OF SUBEXPONENTIAL DISTRIBUTIONS-D. G. KONSTANTINIDES (University of the Aegean)

發(fā)布時(shí)間：2015-10-22瀏覽次數(shù)：3937文章來(lái)源：南京審計(jì)學(xué)院

主題：A SUBCLASS OF SUBEXPONENTIAL DISTRIBUTIONS AND APPLICATIONS IN FINANCE

內(nèi)容簡(jiǎn)介：In this talk we present a class of heavy tailed distributions which provide simple asymptotes for the ruin probability in the classical risk model under a constant interest force. We examine the properties of this class in comparison with the standard
subexponential distributions.

報(bào)告人：D. G. KONSTANTINIDES 教授

時(shí) 間：2015-10-26 18:30

地點(diǎn)：敏行樓106

舉辦單位：理學(xué)院科研部