...刻盈余过程u(t)可能取负值,这时我们称保险公司发生“破产”.用T表示保险公司首次发生破产的时刻,简称破产时刻(ruin time),即令 T兰inf{t;u(t)<o),infO=oo. (1.6)Lundberg与Cramdr很深入地研究了保险公司最终破产的概率: Ⅲ(t‘)=Pr{...
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Distribution of the ruin time 破产时间的分布
finite time ruin probabilities 有限时间破产概率
the finite time to ruin 有限破产时刻
ruin probability within finite time 有限时间破产概率
ruin lasting time 破产持续时间
time of ruin 破产时
the time of ruin 破产时刻
finite time ruin deficit 有限时间内破产赤字
finite-time ruin probability 有限时间破产概率
By using the martingale method,we obtained the explicit of the T's conditional expectation that T is the ruin time of the negative and its extended model.
用鞅的方法分别得到了基本负风险模型及改进后的模型的破产时刻T的条件期望的显式。
参考来源 - 负风险及其推广模型的破产概率与应用研究·2,447,543篇论文数据,部分数据来源于NoteExpress
Recursive equations for finite time ruin probability and distribution of ruin time are derived.
并且推导出了关于有限时间破产概率和破产时间分布的递归方程。
A century and a half later we find ourselves in the world he anticipated, where everyone's life is experimental and provisional, and sudden ruin can happen at any time.
一个半世纪后,我们发现自己处以他预见的那个世界里,那里每个人的生活都是实验性的、临时性的,任何时候都能发生突然的毁灭。
In the meantime, the ulcer-inducing, high blood pressure-causing worry and stress of imagining a future of poverty and homelessness will only ruin the time between now and then.
同时,想象将来由于溃疡,糖尿病以及压力而贫困潦倒,无家可归只会破坏你现在和以后的生活。
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