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- At last we obtain the supremum estimation of the finite time ruin probability and the infinite time ruin probability in the third new risk model. 对第三类风险模型进行研究,得到了有限时间破产概率和终极时间破产概率的上界估计。
- Finite time ruin probability with constant interest force 有利息力情形下的有限时间破产概率
- Finite Time Ruin Probability for a Class of Risk Processes Perturbed by Diffusion 一类带干扰风险过程的有限时破产概率问题
- Large Deviations and Finite Time Ruin Probability for Perturbed Risk Model with Variable Premium Rate 变保费率扰动风险模型的有限时间破产概率和大偏差
- A Recursive Formula for Finite Time Ruin Probabilities 有限时间破产概率的递归公式
- finite time ruin probability 有限时间破产概率
- finite time ruin probabilities 有限时间破产概率
- 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。
- Finite--time ruin probability 有限时间破产概率
- And infers its ruin probability formula. 并推导出了破产概率公式。
- finite time ruin deficit 有限时间内破产赤字
- Ruin probability, Multivariate compound Poisson risk model, Phase-type distribution, Association. 关键词:破产概率,多变量复合。
- The integro-differential equation and the explicit expression for the ruin probability are derived. 给出该模型的破产概率所满足的积分-微分方程及解析式。
- Then the Lundberg inequality and the formula of the ruin probability are obtained. 得出伦德伯格不等式和最终破产概率公式。
- The asymtotical property of ruin probability has been given and, ruin symptom and precaution are discussed. 给出了这类模型在有限时间内破产概率的渐近性质;并讨论了在破产发生后的特征。
- Results: A clear expression for ruin probability under the influence of variable premium rate is given. 结果获得一类可变保费的双险种风险模型的破产概率表达式。
- We are only circling within a finite time and space, wandering along a tortuous path. 我们只是回旋在受局限的时空里,只是徘徊在曲折的小路上。
- The flow of heat requires finite time, so any process performed quickly enough will be practically adiabatic. 因为热流需一定的时间,所以足够快速进行的任一过程实际上都是绝热的。
- Theorem 4.1 On the basic assumption of the model, for the ruin probability will satisfy where Theorem 5.1 Let for, then. 定理4.;1 在模型的基本假设下;对破产概率满足其中定理 5
- Finite Time State Feedback Controllers for a Class of Second Order Nonlinear Systems P. 一类二阶非线性系统的有限时间状态反馈控制器。