strong markov process 中文意思是什麼
strong markov process
解釋
強馬爾可夫過程-
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。
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