1) expected discounted payoff cretion
期望折扣赔付准则
2) expected discounted penalty function
折扣期望
1.
In this paper,the general Lévy risk models are discussed and the integro-differential equation satisfied by its expected discounted penalty function is derived.
首先讨论了一般Lévy风险模型,得到了其折扣期望所满足的积分—微分方程;然后在Lévy风险过程有混合指数负跳的情况下,得到了一些特殊折扣期望的具体表达式。
3) discounted criterion
折扣准则
1.
A multi-period stochastic inventory model consider with storehouse capacity expansion—the discounted criterion;
考虑仓库容量扩张的多周期随机存贮模型——折扣准则
5) expected discounted penalty function
期望折扣罚函数
1.
The expected discounted penalty functions of two continuous-time risk model(the classical risk model and the risk model with constant interest rate) were studied.
主要针对两类不同的连续时间风险模型(经典风险模型和带常利率因子的风险模型),利用积分型泛函满足的(脉冲)积分微分方程结果,具体推导出它们的期望折扣罚函数满足的方程。
2.
Then we discussed the boundary condition which the expected discounted penalty function satisfies,when claim waiting times are generalized Elang(n) distributed(i.
本文研究的是带分红的Sparre Andersen模型的期望折扣罚函数,将Shuanming Li和JoséGarrido关于此模型盈余超过分红线b时的完全分红思想推广为按比例分红,在此基础上讨论当索赔时间间隔为广义Elang(n)分布(即分布可以看作是含有n个不同参变量的指数分布的卷积)时它的期望折扣罚函数所满足的边界条件,并推导出期望折扣罚函数所满足的积分-微分方程和更新方程。
6) expectation rule
期望值准则
1.
Based on expectation rule of risk decision, a novel method for evaluating maximum benefit of TTC with transient stability constraints is proposed in this paper.
基于风险决策中的期望值准则,提出了暂态稳定约束下收益最佳的TTC评估方法。
补充资料:超额赔付率再保险
超额赔付率再保险
【超额赔付率再保险】亦称“年度超额赔款再保险”。“非比例再保险”的一种形式。以承保分出人一年中的赔付率超过约定赔付率外的损失的再保险。再保险人的保险限额有两个:一是分保人能取得补偿的起点额,即超过分保人应承担赔付率以.上的损失额;二是再保险人承担责任损失的最高限额,超过此数额的损失,再保险人不负赔偿责任。
说明:补充资料仅用于学习参考,请勿用于其它任何用途。
参考词条