沈新美
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副教授
硕士生导师
性别:女
毕业院校:浙江大学
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:数学楼607
联系方式:xshen@dlut.edu.cn
电子邮箱:xshen@dlut.edu.cn
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当前位置: xinmeishen >> 科学研究 >> 论文成果Moderate deviations for multidimensional aggregate claims with arbitrary dependence between claim sizes and waiting times
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发表时间:2024-11-20
发表刊物:Communications in Statistics - Theory and Methods
ISSN号:0361-0926
关键字:Aggregate claims; Aggregates; Consistently varying distribution; Moderate-deviations; Multi-dimensional aggregates; Multidimensional risk model; P-extended negatively dependent; Random vectors; Renewal risk models; Risk modeling; Waiting time