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§4　　预警信号系统 本讲座开始时即已提及,对于宏观经济运行的动态进行预警,是对经济运行中不正常状态进行及时调控,使经济运行正常发展的重要手段.而预警信号系统是实现此一目的的工具.建立一个科学合理的宏观经济预警系统的基本步骤如下: (1)选取预警指标 (2)确定预警界限 (3)输出预警信号 (4)预警信号分析 本节将按以上次序介绍各步的内容. §4.1预警信号的选取 建立预警信号系统最重要的任务是选择一组反映经济发展状态的敏感性指标来建立预警指标体系.预警指标应能在不同方面反映国民经济的发展规模、发展水平和发展速度,入选的预警…  相似文献

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We consider a continuous time risk model based on a two state Markov process, in which after an exponentially distributed time, the claim frequency changes to a different level and can change back again in the same way. We derive the Laplace transform for the first passage time to surplus zero from a given negative surplus and for the duration of negative surplus. Closed-form expressions are given in the case of exponential individual claim. Finally, numerical results are provided to show how to estimate the moments of duration of negative surplus.  相似文献

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In this paper, we examine further annuity-due risk model presented by Cai (Probability in the Engineering and Informational Sciences, 16(2002), 309-324). We consider the computation for the distribution of duration of first negative surplus and the algorithm is shown for calculating probability that ruin occurs and the duration of first negative surplus takes any nonnegative integers values. Numerical illustration for the main result is given.  相似文献

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In this paper, we study the risk model with Markovian arrivals where we allow the surplus process to continue if the surplus falls below zeroWe first derive expressions for the severity of ruinThen by using the strong Markovian property of a two-dimensional Markov process and the expression for the severity of ruin, we obtain the Laplace transform of the total duration of negative surplus.  相似文献

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In the dual model, we allow the surplus process to continue if the surplus falls below zero. By introducing the renewal measure of the defective renewal sequence constituted by the zero points of the surplus process, we obtain the probability of hitting the zero point. Further, we derive formulae for the Laplace transform, expectation and variance of total duration of negative surplus and present some examples with an exponential individual jump amount distribution. Copyright © 2008 John Wiley & Sons, Ltd.  相似文献

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