相依风险模型中破产概率的渐进性与统计分析

《博士后文库》序言PrefaceChapter 1 Introduction1．1Risk process and ruin probabilities1．2 Claim size distributions and claim arrival process1．2．1 Claim size and heavy-tailed or light-tailed distributions1．2．2 The arrival process1．3The Cramer-Lundberg EstimateChapter 2 Risk Model with no Interest Rate2．1 Veraverbeke's theorem2．2 Infinite-time ruin probabilities in two dependent risk models2．2．1 Infinite-time ruin probability with modulated claim sizes2．2．2 Infinite-time ruin probability with NUQD claim sizes2．3 Finite-time ruin probabilities with NLQD inter-arrival times2．4 Supremum of a dependent random walk with subexponential incrementsChapter 3 Risk Model with Interest Rate3．1 Finite-time ruin probabilities with dominatedly-varying-tailed claim sizes3．1．1 Some existing results in the independence case3．1．2 Asymptotics and uniform asymptotics for finite-time ruin probabilities in the dependence case3．2 Further results on asymptotics and uniform asymptotics for ruin probabilities with dominatedly-varying-tailed claim sizes3．3 Finite-time ruin probabilities with subexponential claim sizes in the dependent compound renewal risk model3．3．1Compound renewal risk model and dependence structures3．3．2 Finite-time ruin probabilities with subexponentialindividual claim sizes3．3．3 Simulation studyChapter 4 Discrete-time Risk Model with Insurance and Financial Risks4．1 Randomly weighted sums in the independence case4．1．1 Randomly weighted finite sums4．1．2 Randomly weighted infinite sums 4．2 Randomly weighted sums in the dependence case4．2．1 Randomly weighted finite sums with dependent primary random variables4．2．2 Randomly weighted finite sums with dependence between the primary random variable and the random weight4．2．3 Randomly weighted infinite sums with dependent primary random variablesBibliography编后记