| 广义风险过程中渐近方差的非参数估计 |
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| 引用本文： | 李浩明,吴达.广义风险过程中渐近方差的非参数估计[J].应用数学学报,2006,29(5):769-777. |
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| 作者姓名： | 李浩明 吴达 |
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| 作者单位： | 1. 宁波大学商学院,宁波,315211
2. 莫斯科大学计算数学与控制系,莫斯科,119899 |
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| 基金项目： | 浙江省教育厅资助项目;国家自然科学基金 |
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| 摘 要： | 本文对广义风险过程中的渐近方差作了非参数估计,得出并证明了两个定理,为广义风险过程中破产概率的区间估计作了理论准备．
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| 关 键 词： | 广义风险过程 渐近方差 非参数估计 随机序列 |
| 收稿时间： | 2005-11-08 |
| 修稿时间： | 2005-11-082006-09-11 |
Nonparametric Estimation for the Asymptotic Square Difference Under Generalized Risk Process |
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| LI HAOMING,WU DA.Nonparametric Estimation for the Asymptotic Square Difference Under Generalized Risk Process[J].Acta Mathematicae Applicatae Sinica,2006,29(5):769-777. |
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| Authors: | LI HAOMING WU DA |
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| Affiliation: | 1.Faculty of Business, Ningbo University, Ningbo 315211;2.Department of Computational Mathematics and Cybernetics of Moscow State University, Moscow 119899 |
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| Abstract: | We make a nonparametric estimation for the asymptotic square difference under Generalized risk process. Two theorems as well its proffs are demonstrated, the theory basis for ruin probability estimation by a interval under generalized risk process is established. |
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| Keywords: | generalized risk process asymptotic square difference nonparametric estimation random sequence |
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