风险理论中若干问题的阶段观测建模、数值计算与非参数估计

11471058
2014
A0603.经济数学与金融数学
张志民
面上项目
教授
重庆大学
65万元
风险理论;风险模型;破产概率;保险精算
2015-01-01到2018-12-31
  • 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 Asymptotics for a bidimensional risk model with two geometric Levy price processes 期刊论文 Yang Yang;Kaiyong Wang;Jiajun Liu;Zhimin Zhang
2 Moments of discounted dividend payments in a risk model with randomized dividend-decision times 期刊论文 Zhimin Zhang;Chaolin Liu
3 The compound Poisson risk model under a mixed dividend strategy 期刊论文 Zhimin Zhang;Xiao Han
4 Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion 期刊论文 Yang Yang;Wen Su;Zhimin Zhang
5 Estimating Gerber-Shiu functions from discretely observed Levy driven surplus 期刊论文 Yasutaka Shimizu;Zhimin Zhang
6 Estimating the Gerber-Shiu function in a Levy risk model by Laguerre series expansion 期刊论文 Zhimin Zhang;Wen Su
7 A note on a discrete time MAP risk model 期刊论文 Chaolin Liu;Zhimin Zhang;Hu Yang
8 On the compound Poisson risk model with periodic capital injections 期刊论文 Zhimin Zhang;Eric C.K. Cheung;Hailiang Yang
9 Estimating the Gerber–Shiu function in the perturbed compound Poisson model by Laguerre series expansion 期刊论文 Wen Su;Yaodi Yong;Zhimin Zhang
10 On a nonparametric estimator for the finite time survival probability with zero initial surplus 期刊论文 Zhimin Zhang;Hailiang Yang;Hu Yang
11 On a perturbed compound Poissom model with varying premium rates 期刊论文 Zhimin Zhang;Yang Yang;Chaolin Liu
12 On a generalized Gerber-Shiu function in a compound Poisson model perturbed by diffusion 期刊论文 Chaolin Liu;Zhimin Zhang
13 Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return 期刊论文 Yang Yang;Zhimin Zhang;Tao Jiang;Dongya Chen
14 A new efficient method for estimating the Gerber-Shiu function in the classical risk model 期刊论文 Zhimin Zhang;Wen Su
15 Nonparametric estimation for derivatives of compound distribution 期刊论文 Zhimin Zhang;Chaolin Liu
16 Levy insurance risk process with Poissonian taxation 期刊论文 Zhimin Zhang;Eric ClK. Cheung;Hailiang Yang
17 Nonparametric estimation of the finite time ruin probability in the classical risk model 期刊论文 Zhimin Zhang
18 On a discrete risk model with delayed claims and a randomized dividend strategy 期刊论文 Chaolin Liu;Zhimin Zhang
19 Approximating the density of the time to ruin via Fourier-cosine series expansion 期刊论文 Zhimin Zhang
20 Periodic threshold-type dividend strategy in the compound Poisson risk model 期刊论文 Eric C.K. Cheung;Zhimin Zhang
21 Nonparametric estimation for the ruin probability in a Levy risk model under low-frequency observation 期刊论文 Zhimin Zhang;Hailiang Yang
22 A note on a Levy insurance risk model under periodic dividend decisions 期刊论文 Zhimin Zhang;Eric C.K. Cheung
23 Computing the Gerber-Shiu function by frame duality projection 期刊论文 Wenyuan Wang;Zhimin Zhang
24 Estimating the Gerber-Shiu function by Fourier-Sinc series expansion 期刊论文 Zhimin Zhang
25 On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy 期刊论文 Xuanhua Peng;Wen Su;Zhimin Zhang
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