A SUBCLASS OF SUBEXPONENTIAL DISTRIBUTIONS-D. G. KONSTANTINIDES (University of the Aegean)

主  题：A SUBCLASS OF SUBEXPONENTIAL DISTRIBUTIONS AND APPLICATIONS IN FINANCE

内容简介：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.

报告人：D. G. KONSTANTINIDES     教授

时  间：2015-10-26    18:30

地  点：敏行楼106

举办单位：理学院  科研部