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A new look at some basic concepts in arbitrage pricing theory 期刊论文
SCIENCE IN CHINA SERIES A-MATHEMATICS, 2003, 卷号: 46, 期号: 6, 页码: 764-774
作者:  Xia, JM;  Yan, JA
收藏  |  浏览/下载:143/0  |  提交时间:2018/07/30
allowable strategy  martingale measure  no free lunch  superhedging  regular strategy  attainable claim  
Precise large deviations for the prospective-loss process 期刊论文
JOURNAL OF APPLIED PROBABILITY, 2003, 卷号: 40, 期号: 2, 页码: 391-400
作者:  Ng, KW;  Tang, QH;  Yan, JA;  Yang, HL
收藏  |  浏览/下载:140/0  |  提交时间:2018/07/30
insurance risk model  point process  precise large deviation  subexponentiality  
A limit theorem for partial sums of random variables and its applications 期刊论文
STATISTICS & PROBABILITY LETTERS, 2003, 卷号: 62, 期号: 1, 页码: 79-86
作者:  Liu, W;  Yan, JA;  Yang, WG
收藏  |  浏览/下载:112/0  |  提交时间:2018/07/30
extended Borel-Cantelli lemma  strong laws of large numbers