混合Poisson过程,mixed Poisson process
1)mixed Poisson process混合Poisson过程
1.By using the property of Markov chain,the integral equation which should be satisfied by ultimate bankruptcy probability was obtained when the occurrence process of the claims was simplified into themixed Poisson process.并在理赔发生过程简化为混合Poisson过程时,通过应用Markov链的性质,获得终极破产概率应满足的积分方程。
2)compound poisson process复合Poisson过程
1.Option pricing model about stock pricing jump process with compound Poisson process;股票价格跳过程为复合Poisson过程的期权定价模型
2.Limiting property of the future infima process associated with some transient compound Poisson process;一类暂留复合Poisson过程的相伴将来最小过程的极限性质
3.A class of generalized compound Poisson process一类广义复合Poisson过程
英文短句/例句
1.The Sums and Applications of Poisson Processes and Compound Poisson Processes;Poisson过程、复合Poisson过程的叠加及其应用
2.Analysis of Structural Reliability for Gamma-filtered Poisson Process Model伽马-滤过复合Poisson过程模型结构可靠性分析
3.A Risk Model of Premium Income with Refunding That Follows Compound Poisson Processes退保因素下保费收入为复合Poisson过程的风险模型
4.Applications of Compound Poisson-Geometric Process in Risk Models复合Poisson-Geometric过程在风险模型上的应用
5.THE COMPOUND POISSON-GEOMETRIC PROCESS RISK MODEL WITH A CONSTANT INTEREST RATE;索赔次数为复合Poisson-Geometric过程的常利率风险模型
6.A perturbed compound Poisson-Geometric process being risk model of the limit of ruin带干扰的复合Poisson-Geometric过程变破产限风险模型
7.Application of Thinning Process in Double Generalized Compound Poisson Risk Model稀疏过程在双广义复合poisson风险模型中的应用
8.A Risk Model with the Compound Poisson-Geometric Process for Interest Randomness;随机利率下索赔次数服从复合Poisson-Geometric过程的风险模型
9.ON THE PENALTY FUNCION OF THE COMPOUND POISSON-GEOMETRIC PROCESS RISK MODEL WITH A CONSTANT INTEREST RATE;索赔次数为复合Poisson-Geometric过程的常利率风险模型的罚金函数
10.The Expression of Ruin Probability under Claim Numbers with Compound Poisson-Geometric Process;索赔次数为复合Poisson-Geometric过程下破产概率的显式表达
11.A NEGTIVE RISK SUM MODEL PERTURBERED BY DIFFUSION WITH COMPOUND POISSON-GEOMETRIC PROCESS;带干扰的索赔次数为复合Poisson-Geometric过程的负风险和模型
12.Structural Reliability Design of Equivalent Exponential Random Variable for Exponential Distribution of Compound Non-homogeneous Poisson Process Model;指数-复合非时齐Poisson过程模型结构可靠性当量指数设计
13.On Some Measures of the Severity of Ruin in the Compound Poisson Model with Debit Interest Rate;含贷款利率复合Poisson模型破产严重程度的度量
14.Practical Example about Poisson Process;关于Poisson过程应用的实例
15.Equivalent definitions of Poisson Processes;Poisson过程的几个等价定义
16.Design of Structural Reliability for Exponential-filtered Poisson Process Model指数-滤过Poisson过程模型结构可靠性设计
17.DEFICIT DISTRIBUTION IN DOUBLE COMPOUND POISSON MODEL UNDER HEAVYTAILED CLAIMS;重尾索赔下双复合Poisson模型的赤字分布
18.The Tail Probability of the Deficit for Double Compound Poisson Model;双复合Poisson风险模型的赤字尾概率
相关短句/例句
compound poisson process复合Poisson过程
1.Option pricing model about stock pricing jump process with compound Poisson process;股票价格跳过程为复合Poisson过程的期权定价模型
2.Limiting property of the future infima process associated with some transient compound Poisson process;一类暂留复合Poisson过程的相伴将来最小过程的极限性质
3.A class of generalized compound Poisson process一类广义复合Poisson过程
3)compound Poisson processes复合Poisson过程
1.In this paper, the risk model with twocompound Poisson processes was discussed.本文是对古典风险模型的推广,主要研究保费收入过程为双复合Poisson过程的风险模型,运用鞅的方法得出了破产概率满足的Lundburg不等式。
4)compound Poisson-Geometric Process复合Poisson-Geometric过程
1.Ruin probability for a compound Poisson-Geometric process of multi-risk model with interference;干扰条件下复合Poisson-Geometric过程的多险种风险模型下的破产概率
2.In the paper the Gerber-Shiu discounted penalty function has been studied in risk model, which the claim process is a compound Poisson-Geometric process and the defective renewal equation of the Gerber-Shiu discounted penalty function has been given.本文研究赔付为复合Poisson-Geometric过程的风险模型,首先得到了Gerber-Shiu折现惩罚期望函数所满足的更新方程,然后在此基础上推导出了破产概率和破产即刻前赢余分布等所满足的更新方程,再运用Laplace方法得出了破产概率的Pollazek-Khinchin公式,最后根据Pollazek-Khinchin公式,直接得出了当索赔分布服从指数分布的情形下破产概率的显示表达式。
3.A risk model with compound Poisson-Geometric process is generalized.对理赔到达为复合Poisson-Geometric过程的风险模型进行了推广,建立了双复合Poisson-Geometric风险模型,即保单到达与理赔到达均为复合Poisson-Geometric过程的风险模型并对其进行了研究,证明了基于此模型的调节系数是不存在的。
5)Generalized compound Poisson process广义复合Poisson过程
1.In this paper we generalized the premiums income process from a constant Poisson to a generalized compound Poisson process.经典的破产模型是假定保险公司按单位时间常数速率收取保险费,盈余过程{R(t),t 0}中的S(t)=∑i=1Yi为一复合泊松过程,本文将保费到达过程推广为一个Poisson过程,同时将S(t)推广为一个广义复合Poisson过程。
6)Double compound Poisson process双复合Poisson过程
延伸阅读
Poisson过程Poisson过程Poissm process】、谕叨过程[Poi阳Ol.p找x冠臼;nyaccouo二。面即。”eee]随机过程(stoc]lastic pnx七SS)X(t)，其独立增量X(tZ)一X(t.)(t:>t.)具有Fb沁佣分布(Po此ondistribution).在齐次Poisson过程中，对任何tZ>仁p{X(tZ)一X(t:)=k}=又k(t。一t、)阮二—e、“’兀l，k!k二0，l，”‘·系数几>o称为Poisson过程X(t)的强度(川tel招ityofthePoissonp~s).Po璐on过程X(t)的轨道是具有跳跃高度为l的阶梯函数.跳点0<:、
