| Asymptotic Behavior of Generalized Risk Processes |
| |
| 作者姓名： | V.E.BENING V.Yu.KOROLEV LiXinLIU |
| |
| 作者单位： | [1]DepartmentofMathematicalStatistics,FacultyofComputationalMathematicsandCybernetics,MoscowStateUniversity,VorobyovyGory,Moscow119899,Russia [2]MathematicsSchool,NankaiUniversity,Tianjin300071,P.R.China |
| |
| 摘 要： | In this paper, the asymptotic behavior of generalized risk processes without any moment assumptions on the controlling process is described.
|
| 关 键 词： | 风险规避 渐进性 弱收敛 Cox 独立同一分布 概率统计 |
| 收稿时间： | 30 June 2000 |
Asymptotic Behavior of Generalized
Risk Processes |
| |
| V.E.BENING V.Yu.KOROLEV LiXinLIU.Asymptotic Behavior of Generalized Risk Processes[J].Acta Mathematica Sinica,2004,20(2):349-356. |
| |
| Authors: | V E Bening V Yu Korolev Li Xin Liu |
| |
| Institution: | (1) Department of Mathematical Statistics, Faculty of Computational Mathematics and Cybernetics, Moscow State University, Vorobyovy Gory, Moscow, 119899, Russia;(2) Mathematics School, Nankai University, Tianjin, 300071, P. R. China |
| |
| Abstract: | Abstract
In this paper, the asymptotic behavior of generalized risk
processes without any moment assumptions on the controlling
process is described.
Project supported by the Russian Foundation for
Basic Research, Grant 99-01-00847, the Russian Humanitarian
Scientific Foundation, Grant 00-02-00152a, and by the NNSF of
China (19971047) and DSF |
| |
| Keywords: | Risk process Cox process Weak convergence |
| 本文献已被 维普 SpringerLink 等数据库收录！ |
