probability of ruin 中文意思是什麼

probability of ruin 解釋
破產的可能性
  • probability : n 1 或有；或然性。2 【哲學】蓋然性〈在 certainly 和 doubt 或 posibility 之間〉。3 【數學】幾率，...
  • of : OF ＝Old French 古法語。
  • ruin : n 1 毀滅，滅亡；瓦解，崩潰；沒落，破產，敗落；（女人的）墮落；沒落者，破產者；毀壞，破壞。2 〈pl ...
  1. Ruin probability of the double negative binomial risk model

    雙負二項風險模型的破產概率
  2. In this paper, we study two correlated riskmodel. we give the relation between these models through made comparisons. we generalize common poisson process in correlated aggregate claims model ofwang and yuen ( 2005 ) and consider compound poisson - geometric process. weexamine basic properties and upper bounds for the ruin probability of compoundpoisson - geometric risk model with thinning - dependence structure. we also inves - tigate the impact of the thing - dependence structure on the ruin probability

    在王過京和kamc . yuen （ 2005 ）等研究的基礎上，本文將其相關模型中的普通poisson分佈推廣為具有許多優良性質的復合poisson - geometric分佈，考察稀疏相依結構下的復合poisson - geometric風險模型的基本性質及破產概率的上界，並對此類相依結構對破產概率的影響進行分析。
  3. In addition, for general erlang ( n ) risk model, an integro - diifcrontial equation for the probability of ultimate ruin are presented : dickson arid hipp ( 2001 ) consider the erlang ( 2 ) risk model, and introduce the expectation of the discounted penalty h ' ( u ) which determines the joint and the marginal distribution of the time to ruin ( t ), the surplus prior to ruin ( u ( t - ) } and the deficit at ruin ( | u ( t ) | )

    Dicksonandhipp （ 2001 ）同樣考慮了erlang （ 2 ）這種風險模型，並介紹了破產時的罰金折現期望w （ u ）這一概念。由罰金折現期望可得到破產時刻（ t ） ，破產前的瞬間盈餘（ u （ t ? ） ）和破產時的赤字（ u （ t ） ）的分佈和它們的聯合分佈，並給出了罰金折現期望滿足的一積分-微分方程，由此方程得到了罰金折現期望的拉普拉斯變換。
  4. The ruin probability of a discrete - time risk model with two - type claims

    一個離散時間風險模型的若干遞推公式
  5. With the trend of emphasis on concealable attack and forcible ruin to military supporting systems, passive locating methods can be seen as an important direction to the development of locating methods and perfection to existing locating systems. passive locating methods have the merits of far distance, concealable receiving and low probability to be detected, compared to active locating methods. so, passive locating system can help to improve viability and battle effectiveness of the whole system in the electronic war environment

    在越來越強調軍事支援系統隱蔽攻擊和硬殺傷的趨勢下，採用被動方式工作的無源定位方法作為定位方法發展的一個重要方向和對現有定位系統的完善，較有源定位方法具有作用距離遠、隱蔽接收、不易被對方發覺的優點，對于提高系統在電子戰環境下的生存能力和作戰能力具有重要作用，同時在航海、航空、宇航、偵察、測控、救援和地球物理學研究中有著廣闊的應用前景。
  6. The ruin probability of the risk model of time surplus with stochastic interest

    完全離散二項風險模型下有限時間內的生存概率問題
  7. 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。
  8. Risk theory is a hot topic in the present actuarial science and mathematics research. it helps to construct the risk model in the light of the instrument of stochastic processes and to study the problems of ruin probability and adjustment coefficient

    風險理論是當前精算界和數學界研究的熱門課題，最初主要藉助隨機過程理論來構造保險經營中的余額過程，並研究其破產概率、調節系數等問題
  9. Integral equation of the ruin probability of a markovian risk process

    馬氏風險模型破產概率的積分方程
  10. The ruin probability of a series of surplus process and its application

    一類盈餘過程的破產概率及其應用
  11. 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
  12. The research methods are : using the conditional probability theory to work out the moment generating function of process s ( t ) and its distribution function ; using the increasing and declining character and the convexity to compare the lundberg exponent and the ruin probability of different processes

    研究方法為:利用條件概率證明過程s （ t ）的矩母函數以及其分佈函數;利用增減性以及凹凸性比較lundberg指數，從而比較其相關性對破產概率的影響。
  13. Then we get ruin probability, actuarial diagnostics and lundberg inequality in the new model. as to the risk model with random premium rate, we concerned with discrete random variable, continuous random variable and general random variable. we derive the formula of ruin probability, the extreme during the total duration of negative surplus and the joint distribution of the surplus immediately before ruin and the deficit at ruin

    對于保費率為隨機變量的一類風險模型，本文就離散的隨機變量、連續的隨機變量、一般的隨機變量三個方面進行討論，運用概率方法和風險理論的方法推導出破產概率、末離前最大盈餘分佈、破產前瞬時盈餘與破產赤字的聯合分佈等精算量分佈的一般公式。
  14. Ruin probability of stochastic premium and perturbed risk model

    帶干擾的保費隨機收取的風險模型的破產概率
  15. Estimation of upper bound for ruin probability of a discrete time risk model

    離散時間保險風險模型的破產問題
  16. The significance about this paper was expressed. chapter 2 is the main body of the paper, we estimated and calculated the survival probability of a two - insurance risk model ; we acquired the expectation of maximal aggregate loss and the distribution of the supreme surplus before ruin ; at the same time, we discussed multi - insurance risk model in brief. in chapter 3 we briefly reviewed the whole paper and put forward the further tasks

    第一章緒論部分對風險理論及其發展作了回顧，說明將經典風險模型推廣到多險種風險模型的意義所在，並介紹了兩種典型的處理方法和獲得的主要結果；第二章是主體部分，詳細探討了兩險種風險模型生存概率的估計及計算，並得到了保險公司最大損失的一階、二階矩和破產前最大余額分佈，同時也簡略討論了多險種風險模型；第三章對全文作了回顧，提出下一步要做的工作。
  17. The main conclusions are : the ruin probability of the risk process is increasing according to the relativity of the classes ; and with the initial surplus increasing, the influence of the relativity to the ruin probability is increasing

    主要結論為:隨著類之間的相關度增加，則相應的風險過程的破產概率也隨著增大，且隨著初始盈餘的的增大，相關性對破產概率的影響也越來越顯著。
  18. Probability of ruin with variable premium rate in diffusion risk model

    隨機保費率下帶干擾風險模型的破產概率
  19. About the risk model with two compound poisson processes, we discuss the risk model with two compound poisson processes and the risk model with two compound poisson processes by diffusion. then we get lundberg inequality and the formula of ruin probability in this new model

    對于保費收入過程為復合poisson過程的破產模型，本文就不帶干擾時的破產模型和帶干擾時的破產模型進行討論，運用鞅方法的得出了破產概率滿足的lundberg不等式。
  20. In this papcr, wc discussed the fully discrete multi - type risk model and several random variables relate to the time of ruin. the recursive formulas and explicit expressions of ruin probability and the distribution law of the surplus immediately before ruin were obtained. by " martingale approach ", wc get an upper bound of ruin probability

    本文在經典風險模型的基礎上建立了完全離散的多險種風險模型並對該模型討論了幾個和破產時刻有關的隨機變量。得到了破產概率以及破產前盈餘的分佈律的遞推解和顯式解，採用鞅方法，我們得到了一個破產概率的一個上界。
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