国家自然科学基金(s11171001)

作品数：2被引量：14H指数：1
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相关期刊：《Science China Mathematics》《Acta Mathematica Sinica,English Series》更多>>
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Uniform tail asymptotics for the aggregate claims with stochastic discount in the renewal risk models
《Science China Mathematics》2015年第5期1079-1090,共12页ZHU ChunHua GAO QiBing LIN JinGuan 
supported by National Natural Science Foundation of China(Grant Nos.11171001,11271193 and 11171065);Planning Foundation of Humanities and Social Sciences of Chinese Ministry of Education(Grant Nos.11YJA910004 and 12YJCZH128);Natural Science Foundation of the Jiangsu Higher Education Institutions of China(Grant No.13KJD110004)
Considering an insurer who is allowed to make risk-free and risky investments, as in Tang et al.(2010), the price process of the investment portfolio is described as a geometric L′evy process. We study the tail proba...
关键词：renewal risk models ASYMPTOTICS Levy process UNIFORMITY extended regular variation 
Almost Sure Convergence Theorem and Strong Stability for Weighted Sums of NSD Random Variables被引量：14
《Acta Mathematica Sinica,English Series》2013年第4期743-756,共14页Yan SHEN Xue Jun WANG Wen Zhi YANG Shu He HU 
Supported by National Natural Science Foundation of China(Grant Nos.11171001,11201001 and 11126176);Natural Science Foundation of Anhui Province(1208085QA03);Academic Innovation Team of Anhui University(Grant No.KJTD001B)
In this paper, Kolmogorov-type inequality for negatively superadditive dependent （NSD） random variables is established. By using this inequality, we obtain the almost sure convergence for NSD sequences, which extend...
关键词：Almost sure convergence negatively superadditive dependent strong stability 
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