您要查找的是不是:
- And infers its ruin probability formula. 并推导出了破产概率公式。
- 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。
- Asset and liability values are modelled by geometric Brownian motion. In the absence of dividends, the ruin probabilities and the distribution of maximal value in such model are obtained. 将资产与负债设定为几何布朗运动;在不考虑分红的情况下;求得破产概率及破产前最大值分布的精确表达式.
- We obtain a theorem with their ruin probabilities and obtain its upper bound by using martingale method.The conclusion provide the decision-making basis for the operations of insurance companies. 运用鞅论的方法给出了关于它们破产概率的一个定理,并推导出了相应风险模型的破产概率的上界,为保险公司的运营提供了决策依据。
- 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。
- 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
- 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。
- Some properties for a double type-insurance compound binomial risk model is given, and the formula of the ruin probability are obtained in this paper. 摘要讨论了双险种的一般情形的复合二项风险模型,得出了最终破产概率公式。
- Risk theory, as a part of insurance or actuarial mathematics, deals with stochastic models of an insurance business and the ruin probability. 风险理论,作为保险或精算数学的一个重要部分,研究对象是保险业务的随机模型和破产概率。
- Willmot, G.E., Ruin probability in the compound binomial model, Insurance: Mathematics and Economics, 1993(12): 133-142. 柳向东;两类离散风险模型的等价性;湖南师范大学1999年硕士毕业论文.
- The deductible and limits of claim are considered in risk process.The ruin probability is got in the risk process under limits of claim. 摘要在风险过程中考虑了免赔额及其赔偿限额对风险过程的影响,得到理赔额受限下的风险过程的破产概率。
- A Recursive Formula for Finite Time Ruin Probabilities 有限时间破产概率的递归公式
- The paper considers a risk model with negative risk sum perturbed by diffusion. The integro-differential equation and the explicit expression for the ruin probability are derived. 摘要引进带干扰负风险和模型。给出该模型的破产概率所满足的积分-微分方程及解析式。
- Methods: Using Laplace transform, differentiation and integration method to determine the integro-difference equation, making quantiative ruin probability analysis. 方法利用拉氏变换、微积分方法确立破产概率满足的积分-微分方程,进行定量分析。
- A comparison between two ruin probabilities in two risk models 两个风险模型的破产概率的比较
- The old empty house soon went to rack and ruin. 这所旧的空房子很快就毁坏了。