Widely orthant dependence structrue and ist applications
主 题: Widely orthant dependence structrue and ist applications
报告人: 王岳宝 教授（苏州大学）
时 间: 2011-06-22 9：30-10：30
地 点: 理科一号楼1303
In this talk we introduce a widely orthant dependence structure of random variables, which can contain most of negatively dependent random variables, some positively dependent random variables and some other random variables. We will give some properties and examples of the new dependence structure. Applying these results to renewal theory and risk theory, respectively, we obtain some basic renewal theorems of random walks with widely orthant dependent increments and the uniform asymptotics for finite-time ruin probability of a renewal risk model with widely orthant dependent clams sizes and the inter-arrival times.