The martingale property and the strong Markov property of this kind of surplus process are discussed.
讨论了该盈余过程的马尔科夫性和鞅性。
By the strong Markov property of the surplus process, we derive the expected discounted penalty function.
利用盈余过程的强马尔可夫性，得到了期望折现罚金函数。
The new concepts of the strong Markov property and rlaxed past progressive measurability on two-parameter processes are introduced in this paper.
引入了两指标过程的强马氏性和宽过去循序可测的新概念。
The method bases on the stochastic representations of the solutions, the distributions of the time and place of hitting spheres and the strong Markov property for Brownian family with drift.
这种方法运用了解的随机表达式、球面击中时和位置的分布以及漂移布朗族的强马氏性。
In this paper, we deduced the explicit expression of the absolute ruin probability for classical risk model by using of the Markov property and strong Markov property of PDMP.
根据逐段决定马尔可夫过程具有马氏性和强马氏性，本文推导出了在古典风险模型下绝对破产概率的一个明确表达式。
In this paper, we deduced the explicit expression of the absolute ruin probability for classical risk model by using of the Markov property and strong Markov property of PDMP.
根据逐段决定马尔可夫过程具有马氏性和强马氏性，本文推导出了在古典风险模型下绝对破产概率的一个明确表达式。
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