保险风险和金融风险交互作用下极端风险的建模及定量分析

71871046
2018
G0113.风险管理
彭江艳
面上项目
教授
电子科技大学
49万元
极端风险;破产概率;系统风险;重尾;尾相依
2019-01-01到2022-12-31
  • 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 Asymptotic estimates of finite-time ruin probabilities with dependent risks and CMC simulations 期刊论文 Bai Mingyan;Peng Jiangyan;Jing Haojie
2 Uniform asymptotics for ruin probabilities of a time-dependent renewal risk model with dependence structures and stochastic returns 期刊论文 Zhiquan Jiang;Jiangyan Peng;Zoulei
3 Asymptotic estimates for ruin probabilities of a discrete-time risk model with dependence structures 会议论文 Hao-jie Jing;Jiang-yan Peng;Zhi-quan Jiang
4 Uniform asymptotics for ruin probabilities of a delayed renewal risk model with one-sided linear dependence and stochastic returns 期刊论文 Lei Zou;Jiangyan Peng;Zhiquan Jiang;Ruonan Yang
5 Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations 期刊论文 Haojie Jing;Jiangyan Peng;Zhiquan Jiang;Qian Bao
6 Extrema of a Gaussian Random Field: Berman’s Sojourn Time Method 期刊论文 Chen liwen;Peng xiaofan
7 双相依结构下离散时间风险模型的破产概率渐近估计及数值模拟 期刊论文 井浩杰;彭江艳;蒋智权;鲍倩
8 Extrema of multi-dimensional Gaussian processes over random intervals 期刊论文 Lanpeng Ji;Peng xiaofan
9 Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations 期刊论文 Lei Zou;Jiangyan Peng;Ruonan Yang
10 一类相依索赔离散风险模型的破产概率渐近估计及数值模拟 期刊论文 张晋源;彭江艳
11 Convergence of asymptotically negatively associated random variables with random coefficients 期刊论文 Bing Meng;Qunying Wu
12 Pareto-optimal reinsurance for both the insurer and the reinsurer under the risk-adjusted value and general premium principles 期刊论文 Qian Bao;Jiangyan Peng;Lei Zou
13 具有复合相依的离散时间风险模型的尾部渐近及数值模拟 期刊论文 井浩杰;彭江艳;蒋智权
14 On complete moment convergence for the maximal weighted sums of NSD random variables 期刊论文 Haiwu Huang;Yuan Yuan;Wei Wang;Hongguo Zeng
15 基于相关模型的保险风险理论及相关研究 专著 彭江艳
16 Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims 期刊论文 Cheng Ming;Konstantinides Dimitrios G.;Wang Dingcheng
17 Attack and Defense Strategy for Infection Network System with Two Early Warning Mechanism 会议论文 Jiaheng Wang;Die Chen;Fu Chen
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