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The thesis analyzes the role of small-and-medium-sized enterprises of county in promoting county economy: the small-and-medium-sized enterprises of county become the material basis of developing production and boosting county economy; the small-and-medium-sized enterprises of county become the...
Persistent link: https://www.econbiz.de/10008916083
In this paper, we present the changing properties of losses due to occurrences of droughts, floods and typhoon disasters in the Guangdong province, a comparatively economically prosperous province in the south China. Influences of typhoon activities on droughts and floods are also analysed....
Persistent link: https://www.econbiz.de/10010846232
In this paper, we prove the max-sum equivalence of random variables satisfying two conditional dependence assumptions. Besides, we also discuss the interrelationship between the above two conditional dependence assumptions. The obtained results improve and generalize some existing results.
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In insurance, if the insurer continuously invests her wealth in risk-free and risky assets, then the price process of the investment portfolio can be described as a geometric Lévy process. People always are interested in estimating the tail distribution of the stochastic present value of...
Persistent link: https://www.econbiz.de/10011263148
In the present paper we investigate the precise large deviations for heavy-tailed random sums. First, we obtain a result which improves the relative result in Klüppelberg and Mikosch (J. Appl. Probab. 34 (1997) 293). Then we introduce a more realistic risk model than classical ones, named the...
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