主 題：A SUBCLASS OF SUBEXPONENTIAL DISTRIBUTIONS AND APPLICATIONS IN FINANCE
內(nèi)容簡介：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.
報告人：D. G. KONSTANTINIDES 教授
時 間：2015-10-26 18:30
地 點：敏行樓106
舉辦單位：理學(xué)院 科研部
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