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
