复合泊松过程,compound poisson process
1)compound poisson process复合泊松过程
1.Option Pricing Driven by Compound Poisson process and Meixner Process;复合泊松过程和Meixner过程驱动下的期权定价
2.This paper gives a ruin model with compound Poisson process under constant interest rate.在标准索赔额下的破产模型基础上,进一步考虑利率因素,并且假设保费收入为复合泊松过程,建立了新的破产模型,求出了其破产概率的上下界,从而使破产概率更接近实际,更有实用价值。
3.This paper proves additive property ofcompound poisson process by using a intuitive and basic method on the basis of a proposition,after it obtains the important proposition according to all the events classified into two disjoint kinds of poisson process by the different properties.将性质相同的泊松过程的各个事件分为互不相容的Ⅰ-型与Ⅱ-型事件,得到了一个重要命题,然后,由这个命题证明了复合泊松过程的可加性。
英文短句/例句
1.The Compound Poisson Process and Several Applications of Insurace Risk Model复合泊松过程及其在保险风险中的若干应用
2.An Estimation of Ruin Probability for Compound Poisson Process Premium Income Risk Model;保费收入是复合泊松过程风险模型的破产概率估计
3.Probability Model and Its Application of Strategic Oil Storage Based on Complex Poisson Process;基于复合泊松过程战略石油储备天数的概率模型及其应用
4.Premium Actuarial Models Based on the Mortality Force Randomization and Compound Stochastic Process基于死亡效力随机化和复合泊松过程的保费精算模型
5.SOME PROPERTIES OF MIXED POISSON PROCESS ON A RANDOM INTERVAL [0,T];随机区间[0,T]上混合泊松过程的相关性质
6.Backward Doubly Stochastic Differential Equations with Brownian Motion and Poisson Process;布朗运动与泊松过程混合驱动的倒向重随机微分方程
7.Upper Bounds for Ruin Probability in the Double Compound Poisson Risk Model Under Constant Interest Force常利力下双复合泊松风险模型破产概率的上界
8.The Generalized Poisson Process Model Perturbed by Diffusion and its Ruin Probability;带干扰的广义泊松过程模型及其破产概率
9.The Generalized Poisson Process Model and Its Ruin Probability;保险理赔的广义泊松过程模型及其破产概率
10.The Probability of Ruin in the Bivariate Compound Poisson Model with Thinning Dependence Structure;含稀疏相关结构的二元复合泊松模型的破产概率
11.Generalized Poisson Process Whose Premium Is a Stochastic Process with Constant Interest Force in Discrete Situation;离散情形常利率下保费随机收取的复合泊松模型
12.Ruin Probability of Compound Poisson Risk Model with Premium Collection Times as Negative Binomial Random Sequence;保费收取次数为负二项随机序列的复合泊松风险模型的破产概率
13.On the first time of ruin in the bivariate compound thinning Poisson models带稀疏相关结构的二元复合泊松模型的第一破产时间
14.Threshold dividend strategy on the compound Poisson model perturbed by diffusion带扩散扰动的复合泊松模型上的按比例分红策略
15.Effects of Fiber Poisson Contraction on Fatigue Hysteresis Loops of Ceramic Matrix Composites纤维泊松收缩对陶瓷基复合材料疲劳迟滞回线的影响
16.An actuarial pricing options on stocks driven by fractional Brownian Motion and Poisson jump process;分数布朗运动和泊松过程共同驱动下的欧式期权定价
17.To see what error was engendered in the process, we now allow Ni to differ from Ne and use the linearized Poisson equation.为了研究在这个过程中引起了多少误差，我们让ni与ne不相同，并用线性化的泊松方程。
18.About the Answer of Poisson Equation;关于泊松方程的解——《电动力学》教学札记
相关短句/例句
two-fold compound generalized Poisson process二重复合广义泊松过程
1.Through the example of our daily life,the model for thetwo-fold compound generalized Poisson process {Y(t),t≥0} is established in this paper on the basis of generalized Poisson process.通过日常生活的实例,在广义泊松过程的基础上提出了二重复合广义泊松过程的数学模型,讨论了它的一些性质且进行了验证,并举例说明了它在实际问题中的应用。
3)Compound Poisson Demand Processes复合泊松需求过程
4)Poisson mixture process泊松混合过程
5)poisson process泊松过程
1.Simulation of stochastic resonance of sensory system by signal detection theory and Poisson process.;用信号检测理论和泊松过程仿真感觉系统中随机共振现象
2.European option pricing driven by the combination of Brownian motion and Poisson process;布朗运动和泊松过程共同驱动下的欧式期权定价
3.Fully Coupled Forward-Backward Stochastic Differential Equations with Brownian Motion and Poisson Processes under Local Lipschitz Condition;局部Lipschitz条件下的布朗运动和泊松过程混合驱动的正倒向随机微分方程
6)possion process泊松过程
延伸阅读
泊松过程泊松过程Poissonprocess一种累计随机事件发生次数的最基本的独立增量过程。例如随着时间增长累计某电话交换台收到的呼唤次数，就构成一个泊松过程。泊松过程是描写随机事件累计发生次数的基本数学模型之一。直观上，只要随机事件在不相交时间区间是独立发生的，而且在充分小的区间上最多只发生一次，它们的累计次数就是一个泊松过程。1943年C.帕尔姆在电话业务问题的研究中运用了这一过程，后来A.I.辛钦于50年代在服务系统的研究中又进一步发展了它。泊松过程除作为计数过程的一种重要数学模型外，又是众多重要随机过程的特例。独立增量过程的莱维-伊藤分解表明，利用它还可构成一般的独立增量过程，因而它在随机过程中占有特殊地位，也有人把它与布朗运动一起称之为随机过程的基石。
