occurrence n. 1.(事件的)发生,出现,有;【矿物】存象,(矿床等的)埋藏;产地。 2.遭遇,事件,事故。 daily occurrences 日常发生的事。 oscillatory occurrence 振荡现象。 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 把尸首埋起来。 〔拉丁语〕 在中间,在内,互相。 inter alia 除了别的事物以外,尤其。 inter nos 莫对别人讲,秘密地。 interse 秘密;在同品种之间(交配)。 inter vivos 【法律】在生存者当中。
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 本文研究了索赔到达间隔服从几何分布、索赔额分布为一般离散分布的sparreandersen风险模型。
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 第二章介绍了经典风险模型,其中用逐段决定马尔可夫过程理论及补充变量技巧,使一类风险模型的盈余过程成为齐次强马尔可夫过程。第三章作为本文的主体部分,在索赔到达间隔服从亏时几何分布的连续时间风险模型中,索赔额分布为一般分布,它的破产概率可以利用pdmp中的广义生成算子得出鞅,通过调节系数的选择以及在相应测度下的测度变换,使得破产概率的一般解可以表示出来。
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。第一章是预备知识,介绍了逐段决定马尔可夫过程的一些基本概念及pdmp的广义生成算子;第二章介绍了经典风险模型及sparreandersen模型;第三章是本文的主体,讨论了索赔到达间隔服从几何分布的sparreandersen模型的破产问题。
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 本文利用经典风险模型的思想,对索赔到达时间间隔服从亏时几何分布的连续时间风险模型做了进一步的研究,应用关键更新定理(格点分布的情形) ,得到了破产概率的lundberg界, cram r - lundberg逼近以及有限时间破产概率的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 本文应用逐段决定马尔可夫过程理论及补充变量技巧,使索赔到达间隔服从亏时几何分布的连续时间风险过程成为齐次强马尔可夫过程,然后利用pdmp中的鞅方法(用广义生成算子得出鞅)推导了鞅的形式,作为该风险模型索赔额分布为一般分布下的破产概率的一般表达式,其中用到了测度变换的思想。
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,第一章是奠定本论文基础的相关知识,包括逐段决定马尔可夫过程的一些基本概念、更新方程与关键更新定理的内容以及经典风险模型的介绍,主要取自[ 2 ] 、 [ 8 ]和[ 9 ] 。第二章介绍了该风险模型在索赔额分布为一般分布下的破产概率的一般表达式及相关定理,内容来自[ 6 ] 。第三章是本文的主体,求得了该模型的破产概率的lundberg界, cram r - lundberg逼近以及有限时间破产概率的lundberg不等式。