Consider two dependent renewal risk models with constant interest rate. By using some methods in the risk theory, uniform asymptotics for finite-time ruin probability is derived in a non-compound risk model, where cla...
详细信息
Consider two dependent renewal risk models with constant interest rate. By using some methods in the risk theory, uniform asymptotics for finite-time ruin probability is derived in a non-compound risk model, where claim sizes are upper tail asymptotically independent random variables with dominatedly varying tails, claim inter-arrival times follow the widely lower orthant dependent structure, and the total amount of premiums is a nonnegative stochastic process. Based on the obtained result, using the method of analysis for the tail probability of random sums, a similar result in a more complex and reasonable compound risk model is also obtained, where individual claim sizes are specialized to be extended negatively dependent and accident inter-arrival times are still widely lower orthant dependent, and both the claim sizes and the claim number have dominatedly varying tails.
对固定设计的多维广义线性模型,在λ^(1/2)_n/_n→0和其他一些正则性条件下,证明了自然联系函数下的拟似然方程sum from i=1 to n xi(yi-μ(x′iβ))=0的解■n即拟似然估计的渐近正态性,其中,λn(_n)表示sum from i=1 to n xix′i...
详细信息
对固定设计的多维广义线性模型,在λ^(1/2)_n/_n→0和其他一些正则性条件下,证明了自然联系函数下的拟似然方程sum from i=1 to n xi(yi-μ(x′iβ))=0的解■n即拟似然估计的渐近正态性,其中,λn(_n)表示sum from i=1 to n xix′i的最小(最大)特征根,xi是有界的p×q回归变量,yi是q×1响应变量.
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