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

內(nèi)容簡(jiǎn)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.

報(bào)告人：D. G. KONSTANTINIDES     教授

時(shí)  間：2015-10-26    18:30

地  點(diǎn)：敏行樓106

舉辦單位：理學(xué)院  科研部