probability of ruin中文什么意思
破产的可能性
- probability: n. 1.或有;或然性。 2.【哲学 ...
- ruin: n. 1.毁灭,灭亡;瓦解,崩溃;没 ...
- ruin probability: 破产概率
例句与用法
- Probability of ruin with variable premium rate in diffusion risk model
随机保费率下带干扰风险模型的破产概率 - The dependence of the probabilities of ruin on the interclaims distribution under the andersen risk model
风险模型下破产概率对理赔间隔的相依性 - In chapter one , we introduce the erlang ( 2 ) risk process with constant interest force and give the definition of the probability of ruin , the surplus immediately before ruin , the deficit at ruin , the joint distribution of the surplus immediately before ruin and the deficit at ruin , the expected discounted penalty at ruin respectively
在第一章引言部分,引入所要讨论的常利率环境下的erlang ( 2 )风险模型,定义了破产概率,破产前瞬间盈余分布,破产时赤字分布,破产前盈余和破产时赤字的联合分布以及罚金折现期望。在第二章中,我们定义不破产概率为。 - Especially , we investigate a local asymptotic behavior of the probability of ruin which individual claims size have a distribution that belongs to s ( v ) with v > 0 . the main results : theorem 2 . 3 . 2 let satisfies the defective renewal equation , where theorem 2 . 3 . 2 the ruin probability ( u ) has the following expression ( 2 . 3 . 3 ) where 7 ( 11 ) is defined in theorem 2 . 2 . 2 and dx
1时,罚金折现期望厂’ … )便为最终破产概率(山(叫) ,所以破产概率也满足一高阶积分一微分方程;由此得到了破产概率的拉普拉斯变换,从而得到了破产概率所满足的一股疵的更新方程
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