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Markovian risk process 总被引:1,自引:0,他引:1
A Markovian risk process is considered in this paper,which is the gener- alization of the classical risk model.It is proper that a risk process with large claims is modelled as the Markovian risk model.In such a model,the occurrence of claims is described by a point process {N(t)}_(t≥0) with N(t) being the number of jumps during the interval(0,t]for a Markov jump process.The ruin probabilityΨ(u)of a company facing such a risk model is mainly studied.An integral equation satisfied by the ruin probability functionΨ(u)is obtained and the bounds for the convergence rate of the ruin probabilityΨ(u)are given by using a generalized renewal technique developed in the paper. 相似文献
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研究了一个动态的有向随机图演化模型: 每个时间步模型随机的加入一个顶点及随机数目条依出、入度择优连接的有向边. 证明了该模型出、入度分布服从幂律且具有对称的幂律指数. 相似文献
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考虑一个生物种群生灭分支过程,其中个体繁衍后代的出生率与死亡率均为依赖时间的函数.在通常的(条件)独立性假设条件下,用生成函数方法给出了任意个体在给定时刻仍存活或已死亡条件下其存活后代数的分布,进而给出了个体在已知其"生卒时刻",任意时刻存活后代数的分布. 相似文献
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