As a result, on condition of heavy-tailed distributions, it is more important to manage financial market risk.
因此，在厚尾分布条件下金融市场风险管理将更加重要。
Meanwhile, without considering the characters of heavy-tailed distributions, risk management models will certainly underestimate risk and cause seriously effects.
同时，如果不考虑厚尾分布特征，风险管理模型必将低估风险，这可能产生非常严重的后果。
Since the 1960s, heavy-tailed distributions have been widely used in branching processes, queueing theory, risk theory including insurance and finance and other fields.
自从上世纪60年代以来，重尾分布已经在分支过程，排队论，风险理论包括金融保险等领域中有了广泛的应用。
The authors have proved that the two types of definitions are congruous by using limit theory while discussing the correlation among the subclasses of heavy-tailed distributions.
利用分析中的极限理论等方法，证明了重尾分布的这两种定义是一致的，并给出了重尾分布子族间的相互关系。
The estimation of tail index for regular variation heavy-tailed distributions aroused our concern, many scholars proposed several methods, but all of them have some disadvantages.
正规变化重尾分布的尾部指数的估计方法有很多种，但都不同程度地存在一定的局限性。
The authors have proved that the two types of definitions are congruous by using limit theory, while discussing the correlation among the subclasses of heavy-tailed distributions.
利用分析中的极限理论等方法，证明了重尾分布的这两种定义是一致的，并给出了重尾分布子族间的相互关系。
We obtain two new equivalent conditions of one class of distributions which can dominate all lightly heavy-tailed distributions. They can turn out to be useful in large deviation and risk theory.
给出了能控制一切轻度重尾分布的分布族的两个新的等价条件，它们可以在大偏差理论及风险理论中发挥一定的作用。
We obtain two new equivalent conditions of one class of distributions which can dominate all lightly heavy-tailed distributions. They can turn out to be useful in large deviation and risk theory.
给出了能控制一切轻度重尾分布的分布族的两个新的等价条件，它们可以在大偏差理论及风险理论中发挥一定的作用。
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