保险精算中有关相依风险的若干问题

70871103
2008
G0113.风险管理
张奕
面上项目
教授
浙江大学
22万元
最优再保险决策;聚合风险;破产概率;相依风险模型
2009-01-01到2011-12-31
  • 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 Ruin probabilities in a discrete time risk model with dependent risks of heavy tail 期刊论文 CHENGGUO WENG|KEN SENG TAN|YI ZHANG|
2 A Novel Method for Visualization of Clustering Results 期刊论文 CAIYA ZHANG|CHAO GAO|
3 Joint and supremum distributions in the compound binomial model with Markovian environment 期刊论文 YU Yi-bin| ZHANG Yi|ZHANG Li-xin|
4 STRONG APPROXIMATION FOR SUMS OF ASYMPTOTICALLY NEGATIVELY DEPENDENT GAUSSIAN SEQUENCES WITH APPLICATIONS 期刊论文 Keang Fu|Lixin Zhang|
5 Finite-time Ruin Probabilities for the Two-dimensional Compound Binomial Model in Markovian Environment 会议论文 Lixin Zhang|Yi Zhang|Yibin Yu|
6 Moderate deviations for a risk model based on the customer-arrival process 期刊论文 Xinmei Shen|Yi Zhang|
7 Some Limit Theorems for Linear Processes Generated by Symmetrically Exchangeable Random Variables 期刊论文 Keang Fu|Lixin Zhang|
8 Moment convergence rates in the law of the logarithm for dependent sequences 期刊论文 Keang Fu|Xiaorong Yang|
9 Uniform Estimate for Maximum of Randomly Weighted Sums with Applications to Ruin Theory 期刊论文 Xin-mei Shen|Zheng-yan Lin|Yi Zhang|
10 相依情形下多生命状态年金现值比较 期刊论文 许洲|张奕|金峰|
11 Optimality of general reinsurance contracts under CTE risk measure 期刊论文 Chengguo Weng|Ken Seng Tan|Yi Zhang|
12 Approximation of the tail probability of randomly weighted sums and applications 期刊论文 Yi Zhang|Xinmei Shen|Chengguo Weng|
13 Exact rates in log law for positively associated random variables 期刊论文 Keang Fu|
14 MOMENT CONVERGENCE RATES OF LIL FOR NEGATIVELY ASSOCIATED SEQUENCES 期刊论文 Lihua Hu|Keang Fu|
15 Characterization of multivariate heavy-tailed distribution families via copula 期刊论文 Yi Zhang|Chenguo Weng|
16 VAR AND CTE CRITERIA FOR OPTIMAL QUOTA-SHARE AND STOP-LOSS REINSURANCE 期刊论文 Chengguo Weng|Ken Seng Tan| Yi Zhang|
17 Precise asymptotics in complete moment convergence of the associated counting process 期刊论文 Qingpei Zang |Keang Fu|
18 Precise Rates in the Law of the Logarithm for the Moment Convergence in Hilbert Spaces 期刊论文 Lixing Zhang|Keang Fu|
19 标准差保费原理下含限制条件的最优保险策略 期刊论文 孟祥美|许洲|
20 Precise Large Deviations for the Actual Aggregate Loss Process 期刊论文 Yi Zhang|Xin-Mei Shen| Zheng-Yan Lin|
21 Tail Behavior of Poisson Shot Noise Processes under Heavy-tailed Shocks and Actuarial Applications 期刊论文 Yi Zhang|Keng Sen Tan|Chengguo Weng|
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