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

来源:南京审计学院点击数:7更新时间:2015-10-22

主  题:A SUBCLASS OF SUBEXPONENTIAL DISTRIBUTIONS AND APPLICATIONS IN FINANCE

内容简介: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.

报告人:D. G. KONSTANTINIDES     教授

时  间:2015-10-26    18:30

地  点:敏行楼106

举办单位:理学院  科研部

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