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鲁大伟
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教授
博士生导师
硕士生导师
- 任职 : 统计与金融研究所所长
- 性别：男
- 毕业院校：大连理工大学
- 学位：博士
- 所在单位：数学科学学院
- 学科：概率论与数理统计. 金融数学与保险精算
- 办公地点：数学科学学院，π空间，512室
访问量：
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[201] 车文彬, 宋立新, 冯敬海, 鲁大伟, Song, L.-X.(lxsong@dlut.edu.cn).在无界凸区域上多个布朗运动之和首冲时[J],大连理工大学学报,2012,52(2):309-312
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[202] Lu, Dawei, DW (reprint author), Dalian Univ Technol, Sch Math Sci, Dalian 116023, Peoples R China..Lower and upper bounds of large deviation for sums of subexponential claims in a multi-risk model[J],STATISTICS & PROBABILITY LETTERS,2011,81(12):1911-1919
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[203] Lu, Dawei, Song, Lixin, DW (reprint author), Dalian Univ Technol, Sch Math Sci, Dalian 116023, Peoples R China..The First Exit Time of a Brownian Motion from the Minimum and Maximum Parabolic Domains[J],JOURNAL OF THEORETICAL PROBABILITY,2011,24(4):1028-1043
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[204] Song L., Lu D., Wang X., Song Z..Tail dependence coefficients of multivariate elliptical distributions[A],2011,2640-2643
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[205] Song, Lixin, Feng, Jinghai, Lu, Dawei, DW (reprint author), Dalian Univ Technol, Sch Math Sci, Dalian 116023, Peoples R China..The first exit time for a Bessel process from the minimum and maximum random domains[J],STATISTICS & PROBABILITY LETTERS,2009,79(20):2115-2123
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[206] Lu, Dawei, Li, Wenbo V., DW (reprint author), Dalian Univ Technol, Dept Appl Math, Dalian 116023, Peoples R China..A note on multivariate Gaussian estimates[J],JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS,2009,354(2):704-707
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[207] 宋立新, 鲁大伟, 付增梁.TARCH(q)模型参数的极大似然估计[A],2007,227-230
