到达间隔 meaning in English
arrival interval
Examples
- On markov property of the risk reserve processes and continuous - time risk models with discete - type inter - arrival times
盈余过程的马氏性与索赔到达间隔分布为离散型的连续时间风险模型 - In this paper , we consider a sparre andersen risk model with geometric distribution of claim inter - occurrence times . the claim size distribution can be a general discrete distribution
本文研究了索赔到达间隔服从几何分布、索赔额分布为一般离散分布的sparreandersen风险模型。 - 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
第二章介绍了经典风险模型，其中用逐段决定马尔可夫过程理论及补充变量技巧，使一类风险模型的盈余过程成为齐次强马尔可夫过程。第三章作为本文的主体部分，在索赔到达间隔服从亏时几何分布的连续时间风险模型中，索赔额分布为一般分布，它的破产概率可以利用pdmp中的广义生成算子得出鞅，通过调节系数的选择以及在相应测度下的测度变换，使得破产概率的一般解可以表示出来。 - This paper includes three chapters . several elementary concepts of pdmp and the extended generator of pdmp are introduced in the first chapter . the classical risk model and the sparre andersen model are introduced in the second one . the third chapter is the main body of this paper in which the ruin problem of sparre andersen model with geometric distribution of claim inter - occurrence times is considered and the lundberg bound is derived
本文共三章。第一章是预备知识，介绍了逐段决定马尔可夫过程的一些基本概念及pdmp的广义生成算子；第二章介绍了经典风险模型及sparreandersen模型；第三章是本文的主体，讨论了索赔到达间隔服从几何分布的sparreandersen模型的破产问题。 - 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
本文应用逐段决定马尔可夫过程理论及补充变量技巧，使索赔到达间隔服从亏时几何分布的连续时间风险过程成为齐次强马尔可夫过程，然后利用pdmp中的鞅方法(用广义生成算子得出鞅)推导了鞅的形式，作为该风险模型索赔额分布为一般分布下的破产概率的一般表达式，其中用到了测度变换的思想。