搜索结果: 1-1 共查到“管理学 risk processes”相关记录1条 . 查询时间(0.062 秒)
Adjustment coefficient for risk processes in some dependent contexts
Adjustement coefficient risk process ruin theory non parametricestimation weak dependence
2010/3/17
Following [18], we study the adjustment coefficient of ruin
theory in a context of temporal dependency. We provide a consistent
estimator of this coefficient, and perform some simulations.
Adjustme...