1) 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。
2) Poisson-Geometric process
Poisson-Geometric过程
1.
At present,the risk model of compensation number which follows the compound Poisson-Geometric process is a hot topic in the insurance theory area.
赔付次数为复合Poisson-Geometric过程的风险模型目前在保险理论界是一个比较热的问题,复合Poisson-Geometric过程能较好地刻画保险公司对某同质保单组合实施推出免赔额制度和无赔款折扣等制度背景下赔付计数问题,本文将经典的风险模型推广到复合P-G模型,研究了其破产概率的上界估计问题,得到了估计公式。
2.
A risk model of real estate investment portfolio was established by extending the classic risk model,in which the income is described by random process,the income number follows Poisson process,the claim number follows Poisson-Geometric process.
通过对经典风险模型的推广,建立了用随机过程描述房地产回收过程,成本收取次数服从Poisson过程,损失服从Poisson-Geometric过程的风险模型。
3) compound Poisson-Geometric distribution
复合Poisson-Geometric分布
1.
The distribution can be generated by mixing ED and compound Poisson-Geometric distribution.
基于保险索赔的实际应用背景,本文引出了一类指数类混合型索赔次数的分布并研究了其散度(dispersion)性质,这类分布由复合Poisson-Geometric分布与指数类分布混合而得到,本文给出了拟合类分布的矩估计方法及我国汽车保险险索赔数据的应用实例,并给出了相应的检验结果。
4) 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
5) compound Poisson processes
复合Poisson过程
1.
In this paper, the risk model with two compound 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。
6) Compound Poisson-Geometric risk model
复合Poisson-Geometric风险模型
补充资料：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<:、
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条