occurrence n. 1.(事件的)發(fā)生,出現(xiàn),有;【礦物】存象,(礦床等的)埋藏;產(chǎn)地。 2.遭遇,事件,事故。 daily occurrences 日常發(fā)生的事。 oscillatory occurrence 振蕩現(xiàn)象。 be of frequent [rare] occurrence 是常[少]有的。 make allowance for unfavourable occurrences 留有余地,以防意外。
inter vt. 埋葬。 inter a dead body into the earth 把尸首埋起來。 〔拉丁語〕 在中間,在內(nèi),互相。 inter alia 除了別的事物以外,尤其。 inter nos 莫對別人講,秘密地。 interse 秘密;在同品種之間(交配)。 inter vivos 【法律】在生存者當(dāng)中。
In this paper , we consider a sparre andersen risk model with geometric distribution of claim inter - occurrence times . the claim size distribution can be a general discrete distribution 本文研究了索賠到達(dá)間隔服從幾何分布、索賠額分布為一般離散分布的sparreandersen風(fēng)險模型。
In chapter 1 , we briefly reviewed the risk theory and its development . and the significance about this paper was expressed . in chapter 2 , we introduced classical risk model . in which , making this risk process into a strong markovian process is the preparation of deriving the main results . chapter 3 is the main body of the paper , we derived the results about general ruin probability in a kind of continuous time risk model with deficit - time geometry distribution of claim inter - occurrence time . the martingale approach is a good procedure to get the expression of ruin probability about a class of continuous time risk models with deficit - time geometry distribution of claim inter - occurrence time . we also take advantage of change of measure idea from it 第二章介紹了經(jīng)典風(fēng)險模型,其中用逐段決定馬爾可夫過程理論及補(bǔ)充變量技巧,使一類風(fēng)險模型的盈余過程成為齊次強(qiáng)馬爾可夫過程。第三章作為本文的主體部分,在索賠到達(dá)間隔服從虧時幾何分布的連續(xù)時間風(fēng)險模型中,索賠額分布為一般分布,它的破產(chǎn)概率可以利用pdmp中的廣義生成算子得出鞅,通過調(diào)節(jié)系數(shù)的選擇以及在相應(yīng)測度下的測度變換,使得破產(chǎn)概率的一般解可以表示出來。
This paper includes three chapters . several elementary concepts of pdmp and the extended generator of pdmp are introduced in the first chapter . the classical risk model and the sparre andersen model are introduced in the second one . the third chapter is the main body of this paper in which the ruin problem of sparre andersen model with geometric distribution of claim inter - occurrence times is considered and the lundberg bound is derived 本文共三章。第一章是預(yù)備知識,介紹了逐段決定馬爾可夫過程的一些基本概念及pdmp的廣義生成算子;第二章介紹了經(jīng)典風(fēng)險模型及sparreandersen模型;第三章是本文的主體,討論了索賠到達(dá)間隔服從幾何分布的sparreandersen模型的破產(chǎn)問題。
In this paper , we use the idea of the classical risk model and consider a continuous - time risk model with inter - occurrence times following the deficit - time geometric distribution . by an application of the key renewal theorem in the case of the lattice distribution we derive lundberg bounds , cramer - lundberg approximations to the ruin probability and finite - horizon lundberg inequalities 本文利用經(jīng)典風(fēng)險模型的思想,對索賠到達(dá)時間間隔服從虧時幾何分布的連續(xù)時間風(fēng)險模型做了進(jìn)一步的研究,應(yīng)用關(guān)鍵更新定理(格點分布的情形) ,得到了破產(chǎn)概率的lundberg界, cram r - lundberg逼近以及有限時間破產(chǎn)概率的lundberg不等式。
In the study of risk theory , a class of continuous time risk process with deficit - time geometry distribution of claim inter - occurrence time was made into a strong piecewise - deterministic markov process with the theory of piecewise - deterministic markov process and by introducing a supplementary variable . martingale approach is one of the most powerful methods of pdmp . the programming process is getting the ruin probability from the martingale construction . we use the idea of change of measure in the programming process and find the result and the function of adjustment coefficient 本文應(yīng)用逐段決定馬爾可夫過程理論及補(bǔ)充變量技巧,使索賠到達(dá)間隔服從虧時幾何分布的連續(xù)時間風(fēng)險過程成為齊次強(qiáng)馬爾可夫過程,然后利用pdmp中的鞅方法(用廣義生成算子得出鞅)推導(dǎo)了鞅的形式,作為該風(fēng)險模型索賠額分布為一般分布下的破產(chǎn)概率的一般表達(dá)式,其中用到了測度變換的思想。
This paper consists of three chapters . the first one is the preparatory knowledge underlying this paper , including the basic concepts of the piece - wise deterministic markov processes ( pdmp ) , the renewal equation , the key renewal theorem and some results about the classical risk model , which come from [ 2 ] , [ 8 ] and [ 9 ] . the second one introduces the results about the general ruin probability in a kind of continuous - time risk model with the deficit - time geometric distribution of inter - occurrence times , in which claim sizes are discretly distributed . these come from [ 6 ] . the main body of this paper is the third one where we derive lundberg bounds , cramer - lundberg approximations to the ruin probability and finite - horizon lundberg inequalities 本文共三章,第一章是奠定本論文基礎(chǔ)的相關(guān)知識,包括逐段決定馬爾可夫過程的一些基本概念、更新方程與關(guān)鍵更新定理的內(nèi)容以及經(jīng)典風(fēng)險模型的介紹,主要取自[ 2 ] 、 [ 8 ]和[ 9 ] 。第二章介紹了該風(fēng)險模型在索賠額分布為一般分布下的破產(chǎn)概率的一般表達(dá)式及相關(guān)定理,內(nèi)容來自[ 6 ] 。第三章是本文的主體,求得了該模型的破產(chǎn)概率的lundberg界, cram r - lundberg逼近以及有限時間破產(chǎn)概率的lundberg不等式。