poisson过程 meaning in Chinese
poisson process
Examples
- C . , and wang ( 2001 ) studied common shock risk model in which the two claim number processes are both poisson processes by transforming into classical model
Andwang ( 2001 )研究了相关索赔次数都是poisson过程的风险模型,这种情况可转化为经典情况来研究。 yuen , k - In the second chapter , exclusion processes nt were constructed on x by using poisson processes ; the constrution was made in such a way as to facilitate an appropriate coupling of two such process
在第二章中,运用poisson过程在x上构造了排它过程_ t ,使得这种构造便于这样的两个过程能够适当地被耦合。 - 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
对于保费收入过程为复合poisson过程的破产模型,本文就不带干扰时的破产模型和带干扰时的破产模型进行讨论,运用鞅方法的得出了破产概率满足的lundberg不等式。 - Secondly in this paper we discuss the common survival probability in finite time period under the generalized compound poisson risk model in which the premium income process is a poisson process and in case of gamma ' s claim amounts , then we get more satisfied expressions
其次,本文讨论了广义复合poisson风险模型在保单收入过程为poisson过程、个体索赔为伽玛分布情形下,讨论了更一般的有限时间内的生存概率问题,得到了较为满意的表达式。 - Moreover , the special expression of the moment , the second moment and variance with de moivre ' s death rate were given . finally , considering abrupt event ' s effect on interest , we established the models of the random rate of interest jointly by gauss process and poisson process , wiener process and poisson process or o - u process and poisson process , also gave the moment , the second moment and variance of the payable present value under the three cases . moreover giving the special expression of the moment , the second moment and variance with de moivre ' s death rate
对于连续型情况,随机利率分别采用gauss过程、 wiener过程和o - u过程建模,分别给出了给付现值的一、二阶矩和方差,并在demoivre死亡律假设下得到了矩的简洁表达式;考虑到突发事件对利率的影响,又对随机利率采用gauss过程、 wiener过程和o - u过程分别与poisson过程联合建模,分别给出了给付现值的一、二阶矩和方差,并在demoivre死亡律假设下得到了矩的简洁表达式。