时间:2017年6月6日上午10:50-11:50
地点:1-806
报告人:李效虎教授(Stevens institute of technology, USA)
报告题目:Title: Preservation of weak stochastic arrangement increasing under fixed time left-censoring
摘要:oth WSAI and CLOAI properties of a random vector are proved to be preserved under left-censoring at fixed times. Applications in threshold default model of financial portfolio selection and system warranty cost allocation are presented as well.