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- CHENG Shi-xue,ZHU Ren-dong.The asymptotic formulas and Lundberg upper bound in fully discrete risk model[J].Applied Mathematics-A J of Chinese Universities,2001,16(3):348-358. [6]成世学;朱仁栋.;完全离散经典风险模型中的渐近解和Lundberg型不等式[J]
- An Improved Recursive Solution to Ruin Probability in Classical Discrete Risk Model, Its Implementation and Comparison 离散经典风险模型破产概率的递推解及算法实现与比较
- the discrete risk model 离散风险模型
- discrete risk model 离散风险模型
- Considering the ruin problems under the discrete time insurance risk model with interest, we proof the surplus is Markov chain. 本文讨论了固定利率下的离散风险模型,首先证明了资产盈余构成一个齐次马尔科夫链,并给出了其转移概率。
- We present a risk model with Poisson and Erlang (n) processes. 三.;引入一类具有Poisson过程和Erlang(n)过程的风险模型。
- Under the discrete time risk model with constant interest, SUN Li-juan and GU Lan (2002) have discussed some ruin problems which are about the distributions of the surplus immediately before ruin and the time of the severity of ruin. 孙立娟、顾岚(2002)则在具有常利息率的离散时间模型下,讨论了破产前盈余分布、破产持续时间分布的问题。
- In this paper,we consider a Sparre Andersen risk model with geometric distribution of claim inter-occurrence times. The claim size distribution can be a general discrete distribution. 本文研究了索赔到达间隔服从几何分布、索赔额分布为一般离散分布的Sparre Andersen风险模型。
- This time, Leiman once some discrete risk control system, one side pursues the profit and the market share repeatedly reads corruptly is advanced. 此时,雷曼曾有的谨慎的风险控制系统,在一再追逐盈利和市场份额的贪念中被推到一边。
- The trinomial distribution risk model in discrete setting is explored . The probability of ultimate ruin and the probability laws of the surplus immediately before ruin are discussed with emphasis. 本文探讨了离散的三项分布风险模型;重点研究了与风险有关的最终破产概率和破产前一刻的盈余的概率律.
- This dissertion mainly study the Erlang(2) risk model perturbed by diffusion . 本学位论文主要研究带干扰的Erlang(2)风险模型。 讨论了破产前瞬间赢余分布,破产时赤字分布,以及破产前瞬间赢余和破产时赤字的联合分布等几个重要的量。
- Sparre Andersen risk model is put forward based on the classic risk model by E. Sparre Andersen风险模型是由E.
- Objective: To study a bivariate risk model with variable premium rate. 目的研究一类可变保费的双险种风险模型。
- In this thesis, we mainly study the ruin probabilities in finite time and the ruin probabilities in infinite time in two generalized discrete time risk models. 本文主要研究了两类推广的离散时间风险模型的有限时间内破产的概率和最终破产概率。
- A RISK MODEL WITH DISCRETE ARRIVAL CLAIMS 索赔离散到达的风险模型
- Ruin probability, Multivariate compound Poisson risk model, Phase-type distribution, Association. 关键词:破产概率,多变量复合。
- The classical risk model and the Sparre Andersen model are introduced in the second one. 第二章介绍了经典风险模型及Sparre Andersen模型;
- For Sparre Andersen risk model, the discussion about it has been become more and more perfect. Yin(2002)将风险模型推广到一般的Erlang(n)风险模型,并证明了罚金折现期望满足一高阶的积分-微分方程。
- Modern audit risk model is a tool to provide guid-ance on audit practices through modern risk-orientedaudit theory. 现代审计风险模型是应用现代风险导向审计理论指导审计实务的工具。
- Some Results about a Discrete Time Risk Model 一类离散时间风险模型的几个结果