在风险投资下破产概率的一个渐近显式作者:陈宜清,董效菊,谢湘生,CHENYIQING,DONGXIAOJU,XIEXIANGSHENG作者单位:陈宜清,CHENYIQING(香港大学统计与精算学系,香港),董效菊,谢湘生,DONGXIAOJU,XIEXIANGSHENG(广东工业大学经济管理学院,广州,510090)刊名:应用概率统计英文刊名:CHINESEJOURNALOFAPPLIEDPROBABILITYANDSTATISTICS年,卷(期):2006,22(2)参考文献(9条)1.VervaatWOnastochasticdifferenceequationandarepresentationofnonnegativeinfinitelydivisiblerandomvariables[外文期刊]1979(04)2.TangQ;TsitsiashviliGPreciseestimatesfortheruinprobabilityinfinitehorizoninadiscretetimemodelwithheavy-tailedinsuranceandfinancialrisks[外文期刊]2003(02)3.NyrhinenHOntheruinprobabilitiesinageneraleconomicenvironment[外文期刊]1999(02)4.NorbergRRuinproblemswithassetsandliabilitiesofdiffusiontype[外文期刊]1999(02)5.FellerW;JohnWiley;SonsAnIntroductiontoProbabilityTheoryandItsApplications19716.EmbrechtsP;KliippelbergC;MikoschTModellingExtremalEventsforInsuranceandFinance19977.ChenY;XieXThefinitetimeruinprobabilitywiththesameheavy-tailedinsuranceandfinancialrisks[期刊论文]-ActaMathAppliSinicaEnglishSeries2005(01)8.BreimanLOnsomelimittheoremssimilartothearc-sinlaw,Theor19659.BinghamNH;GoldieCM;TeugelsJLRegularVariation1987本文链接: