相依结构 meaning in English
dependency structure
Examples
- Research on the dependence patterns of the futures copper between shfe and lme
相依结构及其在构建投资组合中的运用 - 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
在王过京和kamc . yuen ( 2005 )等研究的基础上,本文将其相关模型中的普通poisson分布推广为具有许多优良性质的复合poisson - geometric分布,考察稀疏相依结构下的复合poisson - geometric风险模型的基本性质及破产概率的上界,并对此类相依结构对破产概率的影响进行分析。