聚合风险模型下Esscher风险度量的估计及其大样本性质

温利民, 方婧, 梅国平

The Estimate and Its Large Sample Properties of for Esscher Risk Measure Under Collective Risk Models

WEN Limin, FANG Jing, MEI Guoping

应用数学学报 . 2015, (2): 330 -339 . DOI: 10.12387/C2015031