索利齊 的英文怎麼說
中文拼音 [suǒlìqí]
索利齊
英文
soltsy-
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
第二章介紹了經典風險模型，其中用逐段決定馬爾可夫過程理論及補充變量技巧，使一類風險模型的盈餘過程成為齊次強馬爾可夫過程。第三章作為本文的主體部分，在索賠到達間隔服從虧時幾何分佈的連續時間風險模型中，索賠額分佈為一般分佈，它的破產概率可以利用pdmp中的廣義生成運算元得出鞅，通過調節系數的選擇以及在相應測度下的測度變換，使得破產概率的一般解可以表示出來。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
本文應用逐段決定馬爾可夫過程理論及補充變量技巧，使索賠到達間隔服從虧時幾何分佈的連續時間風險過程成為齊次強馬爾可夫過程，然後利用pdmp中的鞅方法（用廣義生成運算元得出鞅）推導了鞅的形式，作為該風險模型索賠額分佈為一般分佈下的破產概率的一般表達式，其中用到了測度變換的思想。This risk process is made into a homogeneous piecewise deterministic markov process by introducing supplementary components from forward markovization technique. then a martingale is found by the martingale approach of piecewise deterministic markov process ( pdmp ). the general expression and the lundberg bound of the ruin probability are derived subsequently. the idea of change of the probability measure and the adjustment coefficient are used to find the lundberg bound
首先利用向前馬爾可夫技巧使此風險過程成為齊次馬爾可夫過程，然後利用逐段決定馬爾可夫過程（ pdmp ）中的鞅方法，得到本文風險模型中鞅的形式，繼而求得索賠額分佈為一般離散分佈的破產概率的一般表達式，並得到破產概率的lundberg界，這里用到了測度變換的思想，從中可以看出調節系數的重要作用。
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