inter-occurrence time造句
例句與造句
- 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。 - It's difficult to find inter-occurrence time in a sentence. 用inter-occurrence time造句挺難的
- 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(shí)，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(xiǎn)模型的介紹，主要取自[ 2 ] 、 [ 8 ]和[ 9 ] 。第二章介紹了該風(fēng)險(xiǎn)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(shí)間破產(chǎn)概率的lundberg不等式。