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1.2. The Gerber-Shiu discounted penalty function is considered for the risk modelwith a constant dividend barrier U(t) = u + ct-S(t), S(t) = . The intergrodifferential equation is discussed and solved when claim occurrence relates to Erlang(2) process.
2.研究了有界风险模型U(t)=u+ct-S(t),S(t)=sum from i=1 to N(t)Y_i中的Gerber-Shiu函数,对索赔到达过程为Erlang(2)过程研究了Gerber-Shiu函数满足的微积分方程并进行求解。收藏指正
2.In chapter one, we introduce the Erlang(2) risk process with constant interest force and give the definition of the probability of ruin, the surplus immediately before ruin, the deficit at ruin, the joint distribution of the surplus immediately before ruin and the deficit at ruin, the expected discounted penalty at ruin respectively.
在第一章引言部分,引入所要讨论的常利率环境下的Erlang(2)风险模型,定义了破产概率,破产前瞬间盈余分布,破产时赤字分布,破产前盈余和破产时赤字的联合分布以及罚金折现期望。收藏指正
3.This dissertion mainly study the Erlang(2) risk model with constant interest force, we consider some important distributions and rusults: the non-ruin probability, the surplus immediately before ruin, the deficit at ruin, the joint distribution of the surplus immediately before ruin and the deficit at ruin, the expected discounted penalty at ruin and so on.
本学位论文主要研究常利率下的Erlang(2)风险模型。 讨论了不破产概率,破产前瞬间盈余分布,破产时赤字分布,破产前盈余和破产时赤字的联合分布以及罚金折现期望等几个重要的量。收藏指正
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