renewal equation meaning in Chinese
更新方程
Examples
- The renewal equation of the expected value of discounted penalty at ruin time and its applications
一类交错更新风险过程的罚金函数 - This paper consists of three chapters . the first one is the preparatory knowledge underlying this paper , including the basic concepts of the piece - wise deterministic markov processes ( pdmp ) , the renewal equation , the key renewal theorem and some results about the classical risk model , which come from [ 2 ] , [ 8 ] and [ 9 ] . the second one introduces the results about the general ruin probability in a kind of continuous - time risk model with the deficit - time geometric distribution of inter - occurrence times , in which claim sizes are discretly distributed . these come from [ 6 ] . the main body of this paper is the third one where we derive lundberg bounds , cramer - lundberg approximations to the ruin probability and finite - horizon lundberg inequalities
本文共三章，第一章是奠定本论文基础的相关知识，包括逐段决定马尔可夫过程的一些基本概念、更新方程与关键更新定理的内容以及经典风险模型的介绍，主要取自[ 2 ] 、 [ 8 ]和[ 9 ] 。第二章介绍了该风险模型在索赔额分布为一般分布下的破产概率的一般表达式及相关定理，内容来自[ 6 ] 。第三章是本文的主体，求得了该模型的破产概率的lundberg界， cram r - lundberg逼近以及有限时间破产概率的lundberg不等式。 - 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时，罚金折现期望厂’ … ）便为最终破产概率（山（叫） ，所以破产概率也满足一高阶积分一微分方程；由此得到了破产概率的拉普拉斯变换，从而得到了破产概率所满足的一股疵的更新方程