【序号】:1
【作者】:
Mathieu Bargèsa1, Hélène Cossettea2, Stéphane Loisela3 and étienne Marceaua2【题名】:
On the Moments of Aggregate Discounted Claims with Dependence Introduced by a FGM Copula【期刊】:
ASTIN Bulletin【年、卷、期、起止页码】:
ASTIN Bulletin / Volume 41 / Issue 01 / May 2011, pp 215-238
【全文链接】:
http://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=8883894&fileId=S0515036100000817【序号】:2
【作者】:
Jinzhu Li, Qihe Tang, and Rong Wu【题名】:
Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model【期刊】:
Advances in Applied Probability【年、卷、期、起止页码】:Volume 42
, Number 4, December 2010, 913-1210
【全文链接】:
http://projecteuclid.org/ppv/euclid.aap/1293113154【序号】:3
【作者】:
Qihe Tang【题名】:
Heavy tails of discounted aggregate claims in the continuous-time renewal model【期刊】:
Journal of Applied Probability【年、卷、期、起止页码】:Volume 44,
Number 2 (2007), 285-294.
【全文链接】:
http://projecteuclid.org/euclid.jap/1183667401