Chinese translation for "强马尔可夫过程"
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- strong markov process
- Example Sentences:
| 1. | 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。 | | 2. | 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。 |
- Similar Words:
- "强陆风" Chinese translation, "强铝" Chinese translation, "强铝和铜总公司" Chinese translation, "强铝箭扣" Chinese translation, "强氯精" Chinese translation, "强马饮水难" Chinese translation, "强买强卖" Chinese translation, "强麦酒" Chinese translation, "强卖商品" Chinese translation, "强脉" Chinese translation
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