沈新美

个人信息Personal Information

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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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