说明:双击或选中下面任意单词,将显示该词的音标、读音、翻译等;选中中文或多个词,将显示翻译。
您的位置:首页 -> 词典 -> 绝对破产概率
1)  probability of absolute ruin
绝对破产概率
2)  absolute probability
绝对概率
3)  absolute ruin
绝对破产
1.
The surplus process of the absolute ruin model is a PDMP.
在古典绝对破产模型下盈余过程为是逐段决定马尔可夫过程。
2.
In this paper we consider the absolute ruin in the risk processes with interest.
本文致力于研究带利率的经典风险模型的绝对破产,绝对破产模型是在经典风险模型的基础上,假设当保险公司无力偿还索赔时,公司可以向银行贷款来弥补暂时的赤字,继续经营业务,文献[1]-[4]都对绝对破产模型进行了研究,文献[2]利用鞅方法给出了索赔额为指数分布情形下绝对破产概率的解析表达式,文献[4]利用了逐段决定马尔可夫过程无穷小算子和鞅的关系来研究绝对破产问题。
3.
Absolute ruin occurs at this situation.
当保险公司的负盈余低于某一常值时,即使公司通过向银行贷款,其风险盈余也没有可能再恢复为正,所以我们称此时为“绝对破产”。
4)  ruin probability
破产概率
1.
The ruin probability of double compound negative binomial risk model;
双复合负二项风险模型的破产概率
2.
On ruin probability for a generalized Cox insurance risk model with perturbation;
关于带扰动广义Cox保险风险模型的破产概率(英文)
3.
The ruin probability of a bankrupt problem with deductible;
一类具有免赔额问题的破产概率
5)  the probability of ruin
破产概率
1.
In this paper,we study the probability of ruin in risk model with two Cos processes perturbed by diffusion and risk model with two Poisson processes perturbed by diffusion on the assumption that the limit of ruin is variation.
本文研究了带干扰的双Cox风险模型和带干扰的双Poisson风险模型在变破产限下的破产概率,得出了破产概率所满足的不等式,而且研究了当破产限为某一特殊函数时,破产概率所满足的不等式和具体的解析式。
2.
By the way, some results about the distribution of the deficit at ruin and the probability of ruin are derived.
所有这些都为GerberandLandry (1998)和TsaiandWillmot (2 0 0 2 )中结论的前提假定提供了可靠的保证 ,同时 ,关于破产时赤字的分布及破产概率的一些结果也被得到 。
6)  Bankruptcy probability
破产概率
1.
A Mathematical Model Analysis on the Impact of the Capital Adequacy Requirement on Bankruptcy Probability;
资本充足监管与银行破产概率的数理模型分析
2.
The upper boundary of bankruptcy probability is obtained with martingale approach,further considering the influence of claim number on insurance income and obtaining its improved model and re.
为此,将经典风险模型进行了推广,建立了理赔次数服从Cox过程的多险种的风险模型,并运用鞅方法得到了破产概率的上界,进一步考虑到理赔次数对保费收入的影响,得到了其改进模型及其结果。
3.
By the method of Monte Carlo simulation and polymeric risk model,the paper resolves and analyses the bankruptcy probability under different scenarios,finds that the initial reserve has a big influence on the bankruptcy probability in the beginning period,and the bankruptcy probability with different initial reserves in the limited period will gradually reach the ultimate bankruptcy probability.
应用聚合风险模型和蒙特卡罗模拟技术,计算不同情况下的破产概率,并对结果进行了对比分析,发现初始准备金在开始时间段对破产概率影响较大,不同初始准备金(其它参数相同)下的破产概率随着时间的变化逐渐收敛到终极破产概率;通过建立某一置信度下的破产概率VaR受限模型,实现对不同保险产品参数和经营策略下的破产风险进行对比和控制。
补充资料:绝对
【绝对】
绝了相对,叫做“绝对”,与绝待同义。
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