对一种离散风险模型的破产概率进行研究,并在理赔额分布函数已知的情况下推导出了破产概率的更易于计算的表达式。
The paper discusses the ruin probability of discrete risk mode and works out the expressing pattern easier for calculating ruin probability with the claim amount distribution function known.
在成本参数服从均匀分布以及逆需求函数为线性的特定假设下,认为两种极端风险态度下管制价格、生产产量与成本参数的相关性是相同的。
With a certain assumption, we conclude that the relationship between price level, quantity produced and cost parameter is same at both extreme levels of risk avoidance.
研究具有两类索赔的风险过程三种分布函数。
The ruin functions for a risk model involving two classes of insurance risks are considered.
发现不论发电商成本函数中的成本系数服从哪种分布,发电商总可以通过在合同市场和期货市场两个市场套利来规避风险。
It was pointed out that no matter which distribution the cost coefficient in the cost function of the power generator is subject to, the generator can always avoid...
发现不论发电商成本函数中的成本系数服从哪种分布,发电商总可以通过在合同市场和期货市场两个市场套利来规避风险。
It was pointed out that no matter which distribution the cost coefficient in the cost function of the power generator is subject to, the generator can always avoid...
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