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一类厚尾延迟更新风险模型的破产概率
引用本文:葛明星. 一类厚尾延迟更新风险模型的破产概率[J]. 高师理科学刊, 2011, 31(4): 31-32. DOI: 10.3969/j.issn.1007-9831.2011.04.012
作者姓名:葛明星
作者单位:江苏联合职业技术学院连云港财经分院会计系,江苏连云港,222003
摘    要:由厚尾分布和厚尾延迟更新风险模型的内涵,对厚尾延迟更新风险模型的破产概率尾等价关系式进行了推广.

关 键 词:厚尾分布  厚尾延迟更新风险模型  破产概率

The bankrupt probability of one type of the delayed renewal risk model of heavy-tail
GE Ming-xing. The bankrupt probability of one type of the delayed renewal risk model of heavy-tail[J]. Journal of Science of Teachers'College and University, 2011, 31(4): 31-32. DOI: 10.3969/j.issn.1007-9831.2011.04.012
Authors:GE Ming-xing
Affiliation:GE Ming-xing(Department of Accounting,Lianyungang Financial Embranchment College,Jiangsu Union Technical Institute,Lianyungang 222003,China)
Abstract:According to the definition of the heavy-tail distribution and delayed renewal risk model of heavy-tail,promoted the equal formula of its bankrupt probability in value about the delayed renewal risk model of heavy-tail.
Keywords:heavy tail distribution  delayed renewal risk model of heavy-tail  bankrupt probability  
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