重尾分布及相关风险模型中若干问题的研究

11001209
2010
A0211.概率极限理论与随机化结构
刘艳
青年科学基金项目
副教授
武汉大学
17万元
重尾分布;破产概率;乘积卷积
2011-01-01到2013-12-31
  • 中英文摘要
  • 结题摘要
  • 结题报告
  • 项目成果
  • 项目参与人
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序号 标题 类型 作者
1 Precise large deviations for a customer-based individual risk model 期刊论文 Xue-min Ma|
2 A High Spatial Resolution Remote Sensed Imagery Classification Algorithm Using Multiscale Morphological Profiles and SVM 会议论文 Leiguang Wang| Qinling Dai and Zheng Chen|
3 The subexponential product convolution of two Weibull-type distributions 期刊论文 Liu, Yan|Tang, Qihe|
4 Heavy tails of a Lévy process and its maximum over a random time interval 期刊论文 Liu, Yan|Tang, QiHe|
5 Image segmentation based on multiresolution Markov random field with fuzzy constraint in wavelet domain 期刊论文 Zheng, C.|Qin, Q.|Liu, G.|Hu, Y.|
6 On the Dual Risk Model with Interest and Constant Dividend Barrier 期刊论文 Haili YUAN| Yijun HU|
7 Region-based MRF model with optimized initial regions for image segmentation 会议论文 Zheng Chen, Hu Yijun, Wang Leiguang, Qin Qianqing|
8 Constant barrier strategies in a two-state Markov-modulated dual risk model. 期刊论文 Ma, Xue-min|Luo, Kui|Wang, Guang-ming|Hu, Yi-jun|
9 The optimal strategy for insurance company under the influence of terminal value. 期刊论文 Liu, Wei|Yuan, Haili|Hu, Yijun|
10 Estimated standard partial likelihood method for multivariate failure time data with auxiliary information 期刊论文 YANG QingLong| MA XueMin| YUAN ZhongShang|
11 Convolution Kernel Implementation Based on Quasi-Monte Carlo Probability Hypothesis Density 期刊论文 MA Yue, QIN Qian-qing,ZHU Jian-zhang,HU Yi-jun|
12 Absolute Ruin Problems for the Risk Processes with Interest and a Constant Dividend Barrier 期刊论文 YUAN Haili| HU Yijun| QIN Qianqing|
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