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1.
研究了比例再保险的破产概率问题,推广了Gramer-Lundberg经典模型的有关结果,并证明了基于比例模型合保问题最低保费的一个结果。  相似文献   

2.
离散时间保险风险模型的破产问题   总被引:33,自引:0,他引:33  
本文研究了引入利率的离散时间保险风险模型,得到了描述破产严重程度的破产前盈余分布、破产持续时间分布的递推公式,并对具体实例给出数值计算结果。  相似文献   

3.
一类具有马氏调制费率的风险模型的破产概率   总被引:5,自引:0,他引:5  
对于给定的初始状态,本给出了条件破产所满足的积分方程。并推出了在具有平稳初始分布时破产概率的递归不等式和零初始资产时破产概率的一个简洁估计式。  相似文献   

4.
寿险中的破产理论及应用   总被引:4,自引:0,他引:4  
本文研究了求解寿险中破产概率的简洁方法 ,得到寿险破产模型 ,设计了求解寿险中的破产概率的一种算法 ,并得到寿险破产概率的一个上界。  相似文献   

5.
保险公司在固定利率下的离散型破产概率   总被引:5,自引:0,他引:5  
本提出并讨论了在固有利率下含投资因素、红利分配因素的两种离散型破产模型,分别得出了相应模型下关于保险公司的破产概率、期望寿命的结论,推广散没有考虑利率因素的离散型破产模型的有关结论。  相似文献   

6.
完全离散的经典风险模型   总被引:32,自引:1,他引:31  
本文系统地探讨了完全离散的经典风险模型,特别是重点研究了与风险有关的最终破产概率,破产前一刻的盈余和破产时赤字的概率律.Gerber仅在初始盈余为零的情况下给出了上述概率律的显式解,本文则对任意的初始盈余u≥0,给出了上述概率或概率律的递推解、变换解与显式解.  相似文献   

7.
本文研究引入利率的完全离散经典风险模型,得到一个有限时间内的破产概率的递推公式,最后给出了一个数值算例.  相似文献   

8.
本文研究随机保费风险模型下与破产时刻相关的平均折现罚金函数. 与经典的Cram\'{e}r-Lundberg模型相比这里的保费过程不再是时间的线性函数, 而是一个与理赔独立的复合Possion过程. 我们得到了罚金函数所满足的积分方程, 它提供了一种研究破产量的统一方法. 利用该积分方程我们得到了破产时刻, 破产时赤字, 破产前瞬时盈余的Laplace变换; 并在指数分布的特殊情况下求出了他们的显著表达式, 推广了Boikov (2003)的结论.  相似文献   

9.
北生速救     
《珠算》2011,(1):39-39
通常情况下,破产企业的重整要经历一年到一年半的时间。然而,ST北生的破产重整,仅仅用了32天。  相似文献   

10.
一类双险种风险过程的破产概率的估计   总被引:6,自引:0,他引:6  
本文研究了一类双险种风险模型,理赔额均服从指数分布,其中一个险种的保费到达为齐次Poisson过程,给出了最终破产概率的上界和t。时刘之间破产概率的一个上界估计。  相似文献   

11.
陈绍雄  吴鲜 《数学学报》2005,48(3):555-564
本文得到一个新的逼近选择定理及一个新的连续选择定理.作为这个新的连续选择定理的应用,我们给出一个新的不动点定理和一个新的重合定理(见文[1-27]).  相似文献   

12.
Following the approach of G.D. Birkhoff, we develop a new axiom system for a continuous absolute plane. In this new axiom system we remove Side-Angle-Side as an axiom and replace it with Side-Angle-Angle as a new axiom. We prove that the new axiom system is also a continuous absolute plane, and in particular, that Side-Angle-Side holds in the new axiom system. In addition, we give new proofs of well known results. These new proofs do not depend on Side-Angle-Side, but instead use Side-Angle-Angle.  相似文献   

13.
主要得到了一类由概率分布生成的新度量.以信息理论中的重要概念-相对熵为基础,对前人文章中的重要结论进行推广,通过利用改进的初等方法在离散的可测空间中得到了这类新度量,并且证明了得到的新度量成立的充要条件.由此再将这类新度量推广到连续的可测空间中,得到了同样的结果.最后讨论了新度量的最值问题.  相似文献   

14.
Wolfe线搜索下一类混合共轭梯度法的全局收敛性   总被引:3,自引:0,他引:3  
本文给出了一个新的共轭梯度公式,新公式在精确线搜索下与DY公式等价,并给出了新公式的相关性质.结合新公式和DY公式提出了一个新的混合共轭梯度法,新算法在Wolfe线搜索下产生一个下降方向,并证明了算法的全局收敛性,并给出了数值例子.  相似文献   

15.
This study considers supply chain network configuration in an innovative environment while the new product development (NPD) will affect the supply chain configuration (SCC). The time of new product introduction has a significant effect on the market performance while it has an effect on the supply chain configuration. Supplier integration into the new product introduction is the key parameter for successfully new product introduction, which may contribute to supply chain reconfiguration. Consequently By considering the new product development concept, we may face with dynamic supply chain configuration during a planning horizontal time. In this study, a new model is presented to consider the dynamic configuration of a supply chain by developing new products. In the proposed model, the dynamic configuration of a supply chain and the new product launching time is optimized simultaneously. The proposed model considers production, sales and transportation planning for the entire supply chain in order to achieve an integrative and efficient supply as well. Then some numerical analyses have been done to show the applicability of the proposed model. The results show that the new product development has a significant effect on the configuration of supply chain.  相似文献   

16.
A new technique of integral representations in Cn, which is different from the well-known Henkin technique, is given. By means of this new technique, a new integral formula for smooth functions and a new integral representation of solutions of the -equations on strictly pseudoconvex domains in Cn are obtained. These new formulas are simpler than the classical ones, especially the solutions of the -equations admit simple uniform estimates. Moreover, this new technique can be further applied to arbitrary bounded domains in Cn so that all corresponding formulas are simplified.  相似文献   

17.
We present a new parallel algorithm for time-periodic problems by combining the waveform relaxation method and the parareal algorithm, which performs the parallelism both in sub-systems and in time. In the new algorithm, the waveform relaxation propagator is chosen as a new fine propagator instead of the classical fine propagator. And because of the characteristic of time-periodic problems, the new parareal waveform relaxation algorithm needs to solve a periodic coarse problem at the coarse level in each iteration. The new algorithm is proved to converge linearly at most. Then the theoretic parallel efficiency of the new algorithm is also considered. Numerical experiments confirm our analysis finally.  相似文献   

18.
基于g函数的多元copula的构造   总被引:1,自引:0,他引:1  
针对目前多元copula的构造方法存在的局限性,提出了构造多元copula的新方法.本文首先定义的一类新的函数-g函数,基于g函数建立了2-copula的构造方法,并讨论了该方法的存在性与唯一性问题,然后将2-copula的构造方法直接扩展到n-copula构造的情形.最后给出了g函数的一种寻求方法,从而说明此copula构造方法的可行性.  相似文献   

19.
新超复结构和Clifford分析   总被引:1,自引:0,他引:1  
本文在H.Malonek[1]新的超复结构的意义下,研究Clifford分析中A值函数超复可微性及其一种新的锁链规则和微分法则.  相似文献   

20.
In this paper, a new smoothing Newton method is proposed for solving constrained nonlinear equations. We first transform the constrained nonlinear equations to a system of semismooth equations by using the so-called absolute value function of the slack variables, and then present a new smoothing Newton method for solving the semismooth equations by constructing a new smoothing approximation function. This new method is globally and quadratically convergent. It needs to solve only one system of unconstrained equations and to perform one line search at each iteration. Numerical results show that the new algorithm works quite well.  相似文献   

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