设为首页
收藏本站
网站地图
|
English
|
公务邮箱
About the library
Background
History
Leadership
Organization
Readers' Guide
Opening Hours
Collections
Help Via Email
Publications
Electronic Information Resources
常用资源
电子图书
期刊论文
学位会议
外文资源
特色专题
内部出版物
CNKI学位论文(15)
知网期刊论文(3)
在“
Elsevier电子期刊
”中,
命中:
21
条,耗时:0.0559761 秒
在所有数据库中总计命中:
18
条
1.
New results for tails
of
probability distributions according to their asymptotic decay
作者:
Meitner Cadena
a
;
meitner.cadena@etu.upmc.fr" class="auth_mail" title="E-mail the corresponding author
;
b00454799@essec.edu" class="auth_mail" title="E-mail the corresponding author
;
Marie Kratz
b
;
1
;
kratz@essec.edu" class="auth_mail" title="E-mail the corresponding author
关键词:
60F99
;
60G70
刊名:Statistics & Probability Letters
出版年:2016
2.
Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model
作者:
Yang Yang
;
Kaiyong Wang
;
Jie Liu
关键词:
Compound renewal risk model
;
Finite-time and infinite-time absolute ruin probabilities
;
Widely orthant dependence
;
Max
imum
domain
of
attraction
of
the
Gumbel
distribution
;
Random sum
刊名:Journal
of
Mathematical Analysis and Applications
出版年:2013
3.
On the
max
imal
domain
of
attraction
of
Tracy-Widom distribution for Gaussian unitary ensembles
作者:
Rajendran Narayanan
;
Martin T. Wells
关键词:
Extreme value theory
;
Gaussian unitary ensemble
;
Largest eigenvalue
;
Random matrices
;
Tracy&ndash
;
Widom distribution
刊名:Statistics and Probability Letters
出版年:2013
4.
Limit laws for extremes
of
dependent stationary Gaussian arrays
作者:
Enkelejd Hashorva
;
enkelejd.hashorva@unil.ch
;
Zhichao Weng
关键词:
Hü
;
sler&ndash
;
Reiss distribution
;
Brown&ndash
;
Resnick copula
;
Gumbel
max
-
domain
of
attraction
;
Berman condition
;
Almost sure limit theorem
刊名:Statistics and Probability Letters
出版年:2013
5.
The tail probability
of
the product
of
dependent random variables from
max
-
domain
s
of
attraction
作者:
Yingying Yang
a
;
;
yangying1120@163.com
;
Shuhe Hu
a
;
;
hushuhe@263.net
;
Tao Wu
;
;
;
a
;
;
tao-jj@163.com
关键词:
Breiman&rsquo
;
s theorem
;
Farlie&ndash
;
Gumbel
&ndash
;
Morgenstern
;
Max
-
domain
of
attraction
;
Product
;
Tail probability
刊名:Statistics and Probability Letters
出版年:2011
6.
Strength
of
tail dependence based on conditional tail expectation
作者:
Lei Hua
;
Harry Joe
关键词:
62H99
刊名:Journal
of
Multivariate Analysis
出版年:January, 2014
7.
Efficient simulation
of
tail probabilities for sums
of
log-elliptical risks
作者:
Dominik Kortschak
Dominik.Kortschak@unil.ch
;
Enkelejd Hashorva
;
Enkelejd.Hashorva@unil.ch
关键词:
Asmussen&ndash
;
Kroese estimator
;
Rojas-Nandayapa estimator
;
Log-elliptical distribution
;
Log-Gaussian distribution
;
Asymptotically vanishing relative error
刊名:Journal
of
Computational and Applied Mathematics
出版年:2013
8.
Approximations
of
the tail probability
of
the product
of
dependent extremal random variables and applications
作者:
Zhihui Qu
;
Yu Chen
关键词:
Asymptotics
;
Extreme value distribution
;
Heavy-tailed distribution
;
Multivariate Sarmanov distribution
;
Quasi-asymptotically independent
;
Ruin probabilities
刊名:Insurance: Mathematics and Economics
出版年:2013
9.
Asymptotics
of
the convex hull
of
spherically symmetric samples
作者:
Enkelejd Hashorva
;
a
;
enkelejd.hashorva@unil.ch
关键词:
Convex hull
;
Max
-
domain
of
attraction
s
;
Asymptotic results
;
Carnal distributions
;
Extreme value distributions
刊名:Discrete Applied Mathematics
出版年:2011
10.
Extreme value behavior
of
aggregate dependent risks
作者:
Die Chen
chendie@mail.ustc.edu.cn
;
Tiantian Mao
mttiy@mail.ustc.edu.cn
;
Xiaoqing Pan
panxq@mail.ustc.edu.cn
;
Taizhong Hu
;
thu@ustc.edu.cn
关键词:
G22
刊名:Insurance: Mathematics and Economics
出版年:2012
1
2
3
按检索点细分(21)
关键词(9)
文摘(18)
按出版年细分(21)
2027年及以后(1)
2016年(1)
2013年(5)
2012年(3)
2011年(3)
2010年(2)
2008年(1)
2006年(4)
2000年及以前(1)
NGLC 2004-2010.National Geological Library of China All Rights Reserved.
Add:29 Xueyuan Rd,Haidian District,Beijing,PRC. Mail Add: 8324 mailbox 100083
For exchange or info please contact us via
email
.