1) expected present value
期望折现值
1.
By approaching Brownian motion with compound Poisson model,the integro-differential equations are derived for V(x;b) which is the expected present value of all dividends before ruin.
考虑带扩散扰动的复合泊松模型上的按比例分红策略,运用复合泊松过程逼近布朗运动,得到了直至破产前所有分红的期望折现值V(x;b)所满足的微分积分方程组,当索赔是指数分布时,给出了V(x;b)的确切表达式。
2) expected discounted value
期望折现
3) Gerber-Shiu dicounted penalty function
罚金折现期望值函数
4) expected net present value
期望净现值
1.
The objective functions of expected net present values and expected utility were established and optimum quantity of demand and prices were obtained by maximizing them.
讨论了人寿保险商品价格的确定,通过建立期望净现值和期望效用目标函数,并使其最大化,而求得最佳需求量和最优价格;在建立目标函数的同时考虑了需求函数和无偿付能力的概率对于人寿保险商品价格的影响,并借助于模拟方法分析利率均值和利率标准差等参数改变时对最优价格的影响。
5) expectation of aggregate discounted dividends
期望折现分红
1.
The Integro-differential equation which is satisfied by the expectation of aggregate discounted dividends is given,a further explanation in the point view of killing process is involved.
考虑带常利率古典风险模型下的边界分红问题,给出了期望折现分红函数满足的积分-微分方程,并利用killing过程的观点给出了进一步的解释。
6) expected discounted penalty function
罚金折现期望
1.
The Erlang(2) risk model with interest force is discussed and the integro-differential equation for the Gerber-Shiu expected discounted penalty function is studied in this paper.
讨论了常利率下Erlang(2)风险模型的罚金折现期望所满足的积分-微分方程,通过积分变换,得到它的级数形式的解。
2.
At first,we get the integro-differential equation satisfied by the expected discounted penalty function by using the method of renewal,and hence Laplace transform of it is derived.
首先通过更新论证的方法得到罚金折现期望满足的积分-微分方程,然后推导拉普拉斯变换的表达式,并就索赔额服从指数分布的情形得到了罚金折现期望的精确表达式。
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