renewal equation 中文意思是什麼
renewal equation
解釋
更新方程-
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，第一章是奠定本論文基礎的相關知識，包括逐段決定馬爾可夫過程的一些基本概念、更新方程與關鍵更新定理的內容以及經典風險模型的介紹，主要取自[ 2 ] 、 [ 8 ]和[ 9 ] 。第二章介紹了該風險模型在索賠額分佈為一般分佈下的破產概率的一般表達式及相關定理，內容來自[ 6 ] 。第三章是本文的主體，求得了該模型的破產概率的lundberg界， cram r - lundberg逼近以及有限時間破產概率的lundberg不等式。 -
Especially, we investigate a local asymptotic behavior of the probability of ruin which individual claims size have a distribution that belongs to s ( v ) with v > 0. the main results : theorem 2. 3. 2 let satisfies the defective renewal equation, where theorem 2. 3. 2 the ruin probability ( u ) has the following expression ( 2. 3. 3 ) where 7 ( 11 ) is defined in theorem 2. 2. 2 and dx
1時，罰金折現期望廠』 … ）便為最終破產概率（山（叫） ，所以破產概率也滿足一高階積分一微分方程；由此得到了破產概率的拉普拉斯變換，從而得到了破產概率所滿足的一股疵的更新方程 -
The renewal equation of the expected value of discounted penalty at ruin time and its applications
一類交錯更新風險過程的罰金函數
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