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33篇 您的检索式:作者名="Kluppelberg"
    题名 作者 年代 出处 被引量
1Large deviations of heavy-tailed random sums with applications in insurance and finance显示文摘Kluppelberg C Mikosch T 0,,:1
2Large Deviations of Heavy-Tailed Random Sums with Applications in Insurance and Finance显示文摘C Kluppelberg T Mikosch 0,,:1
3Integrated insurance risk models with exponential Levy investment显示文摘Kluppelberg C Kostadinova R 2008In- surance: Mathematics and Economics2008,42,2:1
4Large deviations of heavy-tailed random sums with applications in insurance and finance 显示文摘Kluppelberg C Mikoseh T 1997Journal of Applied Probability1997,34,2:1
5Large deviation of heavy-tailed ran- dom sums with applications in insurance and finance 显示文摘Kluppelberg C Mikosch T 1997J Appl Prob1997,34,2:1
6Ruin probabilities in the presence of heavy-tails and interest rates 显示文摘Kluppelberg C Stadtmttller U 1998Scan& Actuarial J1998,1,:1
7Ruin probabilities and overshoots for general Levy insurance risk processes显示文摘 Kyprianou A E Mailer R A 2004The Annals of Applied Probability2004,14,4:1
8Optimal portfolios with bounded capital-at-risk显示文摘Emmer S Kluppelberg C Korn R 2001Mathematical Finance2001,11,4:1
9Optimal portfolios with bounded capital at risk显示文摘S EMMER C KLUPPELBERG R KORN 2001Math Finance2001,11,4:1
10Dependence estimation and visualization in multivariate extremes with applications to financial data显示文摘Hsing T Kluppelberg C Kuhn G 2005Extremes2005,7,:1
11Tail behavior of the busy period of a G/G/1 queue with subexponential service times显示文摘Baltrunas A Daley D J Kluppelberg C 2004Stoch Proc Appl2004,111,:1
12Optimal portfolios with bounded capital-at-risk显示文摘 Kluppelberg C Korn R 2001Mathematical Finance2001,11,:1
13Ruin probabilities in the presence of heavy-tails and interest rates显示文摘Kluppelberg C Stadtmuller U 1998Scandinavian Actuarial Journal1998,,1:1
14Optimal portfolios with bounded capital-at-risk显示文摘Emmer S Kluppelberg C Korn R 2001Mathematical Finance2001,11,:1
15Electricity spot price modeling with a view towards extreme spike risk显示文摘KLUPPELBERG C MEYER-BRANDIS T SCHMIDT A 2010Quantitative Finance2010,10,9:1
16Large deviations of heavy-tailed random sums with applications in insurance and finance 显示文摘Kluppelberg C Mikosch T 1997Journal of Applied Probability1997,34,2:1
17Sub-exponential distributions and integrated tails显示文摘 1988J Appl Probability1988,29,:1
18Estimation of ruin probabilities by means of hazard rates显示文摘Kluppelberg C 1989Insurance: Mathematics and Economies1989,,8:1
19Optimal portfolios with bounded Capital-at-Risk显示文摘EMMER S KLUPPELBERG C KORN R 2001Mathematical Finance2001,11,4:1
20Subexponential distributions and integrated tails显示文摘KLUPPELBERG C 1988J Appl Probab1988,25,:1
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