1) the discounted penalty function
期望折现函数
2) Gerber-Shiu dicounted penalty function
罚金折现期望值函数
3) the expected discounted penalty function
罚金折现期望函数
1.
First,we derive the integral equations satisfied by the expected discounted penalty function.
首先给出了罚金折现期望函数满足的积分方程,然后给出了破产概率,破产前瞬时盈余、破产赤字的分布及各阶矩所满足的积分方程。
2.
We mainly study the expected discounted penalty function,asymptotic estimate,the ultimate ruin probability,the survival probability,the distribution of the surplus prior to ruin, the distribution o.
本文主要研究了这几种风险模型的罚金折现期望函数,渐近估计,最终破产概率,生存概率,破产前盈余的分布,破产时赤字的分布等问题。
4) Gerber-Shiu discounted penalty function
Gerber-Shiu期望折现函数
5) Gerber-Shiu discounted penalty function
Gerber-Shiu罚金折现期望函数
1.
Gerber-Shiu discounted penalty function is studied and a solution is obtained to the iuntegro-differertial eqution which is in the form of an infinite series by means of integral transform.
在常利率环境下,研究当索赔时间间隔为Erlang(2)分布且保费收取为两步保费的风险模型,推导出该模型Gerber-Shiu罚金折现期望函数所满足的微积分方程。
6) expected discounted dividend function
期望折现分红函数
补充资料：期望
①对未来情况寄托希望或有所等待：期望能有成功的一天。②又称“数学期望”、“均值”。概率论的基本概念。指随机变量ξ取值的加权平均数，其权数就是相应的概率或概率密度，常以eξ表示。期望由它的概率分布唯一确定，它反映了随机变量取值的平均，是随机变量最重要的数学特性。
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