In the model, we consider that there are two kind of risk happened. One (main claim) results in the other (by-claim) and their arriving time is correlated.
模型中我们考虑:发生了两类索赔,其中一种索赔(称为主索赔)导致另一种索赔(称为副索赔)的发生并且主、副索赔发生的计数过程相依。
参考来源 - 几类具有相依性的风险模型的研究·2,447,543篇论文数据,部分数据来源于NoteExpress
考虑一种相依索赔风险模型,其中每次索赔发生时根据索赔额的大小可随机产生一延迟的副索赔。
Considering a risk model with time-correlated claims, in which every claim can produce a delayed by-claim randomly according to the amount of it.
研究一类索赔时间相依的离散风险模型,模型中假设每次主索赔可能引起一次副索赔,而每次副索赔有可能延迟发生。
Considering a discrete risk model with time-correlated claims, in which every main claim may produce a by-claim and the occurrence of the by-claim may be delayed.
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