| Asymptotic Behavior of Generalized Risk Processes |
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| 引用本文： | V.E.BENING V.Yu.KOROLEV LiXinLIU. Asymptotic Behavior of Generalized Risk Processes[J]. 数学学报(英文版), 2004, 20(2): 349-356. DOI: 10.1007/s10114-003-0244-8 |
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| 作者姓名： | V.E.BENING V.Yu.KOROLEV LiXinLIU |
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| 作者单位： | [1]DepartmentofMathematicalStatistics,FacultyofComputationalMathematicsandCybernetics,MoscowStateUniversity,VorobyovyGory,Moscow119899,Russia [2]MathematicsSchool,NankaiUniversity,Tianjin300071,P.R.China |
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| 摘 要： | In this paper, the asymptotic behavior of generalized risk processes without any moment assumptions on the controlling process is described.
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| 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： | 2000-06-30 |
Asymptotic Behavior of GeneralizedRisk Processes |
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| V. E. Bening,V. Yu. Korolev,Li Xin Liu. Asymptotic Behavior of GeneralizedRisk Processes[J]. Acta Mathematica Sinica(English Series), 2004, 20(2): 349-356. DOI: 10.1007/s10114-003-0244-8 |
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| Authors: | V. E. Bening V. Yu. Korolev Li Xin Liu |
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| Affiliation: | (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 |
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| 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 |
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| Keywords: | Risk process Cox process Weak convergence |
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