inter-occurrence time中文什么意思

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用"inter-occurrence time"造句

事件間隔時(shí)間

inter: 〔拉丁語(yǔ)〕在中間，在內(nèi)，互相。 inter alia ...
occurrence: n. 1.(事件的)發(fā)生，出現(xiàn)，有；【礦物】存象，(礦床 ...
time: n. 1.時(shí)，時(shí)間，時(shí)日，歲月。 2.時(shí)候，時(shí)刻；期間； ...
occurrence time: 出現(xiàn)時(shí)間, 發(fā)生時(shí)間
time of occurrence: 出現(xiàn)時(shí)間; 發(fā)生時(shí)刻；潛伏期

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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(xiǎn)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(xiǎn)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(xiǎn)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(shí)幾何分布的連續(xù)時(shí)間風(fēng)險(xiǎn)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(cè)度下的測(cè)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(shí)，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(xiǎn)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(xiǎn)模型的思想，對(duì)索賠到達(dá)時(shí)間間隔服從虧時(shí)幾何分布的連續(xù)時(shí)間風(fēng)險(xiǎn)模型做了進(jìn)一步的研究，應(yīng)用關(guān)鍵更新定理(格點(diǎn)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(shí)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(shí)幾何分布的連續(xù)時(shí)間風(fēng)險(xiǎn)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(xiǎn)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(cè)度變換的思想。

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inter-occurrence time中文什么意思

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