1) deficit at absolute ruin
绝对破产赤字
2) deficit at ruin
破产赤字
1.
The explicit expression for the joint distribution of the time of ruin,the surplus immediately before ruin and the deficit at ruin is obtained according to the classical risk process with constant interest rate under a threshold dividend strategy.
根据按比例分红策略下具有常利率的传统风险过程,得到了关于破产时刻、破产前的瞬时盈余额及破产赤字的联合分布的确切表达式。
2.
Second, we get the expectation of the maximal deficit at ruin.
首先，算出了连续时间复合二项模型从破产到第一次恢复的过程中破产赤字的最大值所服从的分布。
3) the deficit at ruin
破产时赤字
1.
The inte- gral expressions,continuities,twice continuous differentiability and integro-diffcrential equations about F_δ(u;x),the distribution of the surplus immediately before ruin,and H_δ(u;x,y),the joint distribution of the surplus immediately before ruin and the deficit at ruin are obtained.
我们考虑既带有随机干扰又带有确定投资回报的风险过程,得到了破产前瞬间盈余的分布F_δ(u,x)及破产前瞬间盈余和破产时赤字的联合分布H_δ(u,x,y)所满足的积分表达,连续性及二次连续可微性和积分-微分方程。
2.
Then receive the equations satisfied by ruin probability,the moments of the surplus immediately prior to ruin and the deficit at ruin.
研究了当保费率随理赔强度的变化而变化时C ox风险模型的折现罚金函数,利用后向差分法得到了折现罚金函数所满足的积分方程,进而得到了破产概率,破产前瞬时盈余、破产时赤字的各阶矩所满足的积分方程。
3.
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 。
4) deficit at ruin
破产时赤字
1.
We induce a functional and obtain its integral equation,from which we derive several integral equations,such as equations on the deficit distributions at the time of ruin,distribution of the instantaneous surplus immediately before ruin and the joint distribution of instantaneous surplus before ruin and deficit at ruin.
研究了常利率下更新风险模型,引入了一个泛函,并得到了它的积分方程,然后由此方程得到了生存概率、破产时赤字分布、破产前瞬时盈余分布,破产前瞬时盈余和破产时赤字的联合分布所满足的积分方程。
2.
Under the assumption for existence of the adjustment coefficient,the asymptotic formulae for the ultimate ruin probability,the probabilities of surplus immediately before ruin and the deficit at ruin are given for sufficiently large initial surlus by means of a discrete key renewal limit theorem.
本文研究了离散的三项分布风险模型,在调节系数存在的前提下,借助于离散更新方程的一个极限定理,对于充分大的初始盈余给出了最终破产概率、破产前一刻的盈余和破产时赤字的概率的渐近解。
3.
In this paper the joint distribution of the time of ruin,the surplus immediately before ruin,and the deficit at ruin is discussed in the compound binomial model.
讨论复合二项模型中破产前一刻的盈余、破产时赤字和破产时刻的联合分布。
5) the distribution of the deficit after ruin
破产后赤字
1.
we conclude insurance company’s survival probability, the distribution of the deficit after ruin, ruin probability within limited time and recursive formula of time distribution of surplus at the first time below a given level x .
在考虑利率且保费收入为随机变量的离散时间模型下 ,得到了在停时T ,保险公司在初始准备金为u时的生存概率 ,破产后赤字分布 ,有限时间内的破产概率以及盈余首次低于某一个水平x的时间分布的递推公式 ,进而得到了破产时间分布的递推公
6) 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”。
补充资料：绝对
【绝对】
绝了相对，叫做“绝对”，与绝待同义。
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