您要查找的是不是：
- ruin risk model 破产风险模型
- Ruin probability, Multivariate compound Poisson risk model, Phase-type distribution, Association. 关键词:破产概率,多变量复合。
- This paper studies the deficit distribution at ruin by the distribution class of the claim-size distributions in a risk model with the Markov chain stochastic interest. 摘要应用损失赔付额分布函数的分布类的特性，在假设随机利率服从马尔可夫链的条件下，研究了风险模型中破产时刻赤字的分布函数和界值。
- Considering the ruin problems under the discrete time insurance risk model with interest, we proof the surplus is Markov chain. 本文讨论了固定利率下的离散风险模型,首先证明了资产盈余构成一个齐次马尔科夫链,并给出了其转移概率。
- At last we obtain the supremum estimation of the finite time ruin probability and the infinite time ruin probability in the third new risk model. 对第三类风险模型进行研究，得到了有限时间破产概率和终极时间破产概率的上界估计。
- Some properties for a double type-insurance compound binomial risk model is given, and the formula of the ruin probability are obtained in this paper. 摘要讨论了双险种的一般情形的复合二项风险模型，得出了最终破产概率公式。
- The paper considers a risk model with negative risk sum perturbed by diffusion. The integro-differential equation and the explicit expression for the ruin probability are derived. 摘要引进带干扰负风险和模型。给出该模型的破产概率所满足的积分－微分方程及解析式。
- We present a risk model with Poisson and Erlang (n) processes. 三.;引入一类具有Poisson过程和Erlang(n)过程的风险模型。
- Under the discrete time risk model with constant interest, SUN Li-juan and GU Lan (2002) have discussed some ruin problems which are about the distributions of the surplus immediately before ruin and the time of the severity of ruin. 孙立娟、顾岚(2002)则在具有常利息率的离散时间模型下，讨论了破产前盈余分布、破产持续时间分布的问题。
- By virtue of studying the properties and the application of the expected discounted penalty function at ruin, this dissertation is devoted to achieving three aspects of work as follows:1. In the classical risk model, Hans U. Gerber and Elias S. W. 一.;Hans U
- The trinomial distribution risk model in discrete setting is explored . The probability of ultimate ruin and the probability laws of the surplus immediately before ruin are discussed with emphasis. 本文探讨了离散的三项分布风险模型;重点研究了与风险有关的最终破产概率和破产前一刻的盈余的概率律.
- The time value of ruin for a risk model with two-sided jumps under constant dividend barrier is considered.The expression for the Laplace transform of the time of ruin is obtained. 摘要考虑一类带随机收入的风险模型，分红壁为常数时，给出了破产时的拉普拉斯变换。
- This dissertation is devoted to the development of ruin theory in two kinds of Sparre Andersen risk models. 在本学位论文致力于讨论两种Sparre Andersen风险模型的破产理论。 首先主要讨论了索赔时间间隔的分布为指数分布和Erlang(n)分布的混合的Sparre Andersen风险模型。
- This dissertion mainly study the Erlang(2) risk model perturbed by diffusion . 本学位论文主要研究带干扰的Erlang(2)风险模型。 讨论了破产前瞬间赢余分布,破产时赤字分布,以及破产前瞬间赢余和破产时赤字的联合分布等几个重要的量。
- Sparre Andersen risk model is put forward based on the classic risk model by E. Sparre Andersen风险模型是由E.
- Objective: To study a bivariate risk model with variable premium rate. 目的研究一类可变保费的双险种风险模型。
- In this thesis, we mainly study the ruin probabilities in finite time and the ruin probabilities in infinite time in two generalized discrete time risk models. 本文主要研究了两类推广的离散时间风险模型的有限时间内破产的概率和最终破产概率。
- Ruin probability of the multiple line risk model 多险种风险模型的破产概率
- The classical risk model and the Sparre Andersen model are introduced in the second one. 第二章介绍了经典风险模型及Sparre Andersen模型；
- The old empty house soon went to rack and ruin. 这所旧的空房子很快就毁坏了。
