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1.
考虑了在一定条件下允许负资产运行的古典风险模型.通过不破产概率满足的积分一微分方程,得到此模型不破产概率的明确表达式,并且与古典风险模型不破产概率进行了比较.  相似文献   

2.
主要讨论了带干扰的马氏环境下的破产概率,在该模型中,顾客索赔到来次数由一个点过程{Nt,t≥0}来描述,且该点过程是-Cox过程.同时本文还比较了带干扰的经典风险模型与该模型下的破产概率,最后得到了破产概率的渐近估计下界。  相似文献   

3.
目的 研究S(γ)族索赔分布在一般干扰模型中的破产概率.方法 利用分布的相关性质及拉普拉斯变换.结果 得到与分布及干扰过程有关的破产概率定理.结论 揭示了初始准备金趋于无限时,破产概率受干扰强度的规律,推广了已有干扰模型的破产概率估计.  相似文献   

4.
研究了一类带部分投资收益的风险模型,得到了该模型的破产概率的一般表达式以及破产概率所满足的积分方程.同时定义出调节系数,得到该模型下破产概率的上界,最后应用鞅的方法,得到破产概率的另一个上界.  相似文献   

5.
在离散复合二项模型中加入一个随机投资收益而得到带投资的离散风险模型,在这种模型下得到了破产概率所满足的积分方程,有限时间内破产、破产时刻、破产前一刻盈余和破产时赤字的联合分布的递推公式,也得到了和经典模型相类似的破产概率表达式和Lundberg不等式.  相似文献   

6.
为了研究定期人寿保险中破产风险的问题,设计出一种T年期的定期人寿保险的险种.因为每个被保险人的死亡概率与年龄的大小密切相关,所以对所有的被保险人按照年龄进行分组,通过研究每个小组的破产模型,计算出破产概率,从而推导出破产模型的总破产概率.通过对风险破产理论知识的灵活运用,计算出本模型的调节系数,最后得到一个破产概率的上界.对于保险公司设计相应的财务预警系统,以及保险监管部门设计某些监管指标系统等问题有直接的参考和指导作用.  相似文献   

7.
为了更好地研究利率因素对破产概率的影响,考虑两种广义破产模型,建立MA(1)利率模型,运用递归法给出有限时间和最终时间破产概率的积分方程和最终破产概率的上界表达式。对破产概率进行数值模拟,所得结果推广了古典风险模型的相应结果。  相似文献   

8.
带干扰的双险种cox风险模型   总被引:2,自引:0,他引:2  
基于保险公司在实际经营中收益所具有的不确定性,在现有文献模型的基础上建立了一个更现实的风险模型即带干扰的双险种cox风险模型.运用鞅论对该模型破产概率进行了研究,得到了它的lundberg上界,并给出特殊情况下破产概率的Fell表示,可合理地估计保险公司的破产概率。  相似文献   

9.
文[1]研究了带干扰的双Cox风险模型和带干扰的双Poisson风险模型在变破产限下的破产概率。文章对文[1]进行了推广,使保单与索赔到达都是复合Poisson—Geometric过程,同时所收保费为随机变量。运用鞅论的方法得到了该模型在变破产限下的破产概率满足的不等式,且研究了该模型下当变破产限为某一特殊函数时的破产概率表达式及上界。  相似文献   

10.
在利率具有二阶自回归相依结构的假设下,研究了一类考虑保费、理赔支付时间的离散时间风险模型的破产概率上界的估计,通过鞅方法导出了破产概率的上界,并与经典离散时间风险模型导出的破产概率上界作了比较和随机模拟分析.  相似文献   

11.
Language markedness is a common phenomenon in languages, and is reflected from hearing, vision and sense, i.e. the variation in the three aspects such as phonology, morphology and semantics. This paper focuses on the interpretation of markedness in language use following the three perspectives, i.e. pragmatic interpretation, psychological interpretation and cognitive interpretation, with an aim to define the function of markedness.  相似文献   

12.
The Williston Basin is a significant petroleum province, containing oil production zones that include the Middle Cambrian to Lower Ordovician, Upper Ordovician, Middle Devonian, Upper Devonian and Mississippian and within the Jurassic and Cretaceous. The oils of the Williston Basin exhibit a wide range of geochemical characteristics defined as "oil families", although the geochemical signature of the Cambrian Deadwood Formation and Lower Ordovician Winnipeg reservoired oils does not match any "oil family". Despite their close stratigraphic proximity, it is evident that the oils of the Lower Palaeozoic within the Williston Basin are distinct. This suggests the presence of a new "oil family" within the Williston Basin. Diagnostic geochemical signatures occur in the gasoline range chromatograms, within saturate fraction gas chromatograms and biomarker fingerprints. However, some of the established criteria and cross-plots that are currently used to segregate oils into distinct genetic families within the basin do not always meet with success, particularly when applied to the Lower Palaeozoic oils of the Deadwood and Winnipeg Formation.  相似文献   

13.
王慧 《科技信息》2008,(10):240-240
Wuthering Heights, Emily Bronte's only novel, was published in December of 1847 under the pseudonym Ellis Bell. The book did not gain immediate success, but it is now thought one of the finest novels in the English language. Catherine is the key character of this masterpiece, because everybody and everything center on her though she had a short life. We can understand this masterpiece better if we know Catherine well.  相似文献   

14.
何延凌 《科技信息》2008,(4):258-258
Language is a means of verbal communication. People use language to communicate with each other. In the society, no two speakers are exactly alike in the way of speaking. Some differences are due to age, gender, statue and personality. Above all, gender is one of the obvious reasons. The writer of this paper tries to describe the features of women's language from these perspectives: pronunciation, intonation, diction, subjects, grammar and discourse. From the discussion of the features of women's language, more attention should be paid to language use in social context. What's more, the linguistic phenomena in a speaking community can be understood more thoroughly.  相似文献   

15.
The discovery of the prolific Ordovician Red River reservoirs in 1995 in southeastern Saskatchewan was the catalyst for extensive exploration activity which resulted in the discovery of more than 15 new Red River pools. The best yields of Red River production to date have been from dolomite reservoirs. Understanding the processes of dolomitization is, therefore, crucial for the prediction of the connectivity, spatial distribution and heterogeneity of dolomite reservoirs.The Red River reservoirs in the Midale area consist of 3~4 thin dolomitized zones, with a total thickness of about 20 m, which occur at the top of the Yeoman Formation. Two types of replacement dolomite were recognized in the Red River reservoir: dolomitized burrow infills and dolomitized host matrix. The spatial distribution of dolomite suggests that burrowing organisms played an important role in facilitating the fluid flow in the backfilled sediments. This resulted in penecontemporaneous dolomitization of burrow infills by normal seawater. The dolomite in the host matrix is interpreted as having occurred at shallow burial by evaporitic seawater during precipitation of Lake Almar anhydrite that immediately overlies the Yeoman Formation. However, the low δ18O values of dolomited burrow infills (-5.9‰~ -7.8‰, PDB) and matrix dolomites (-6.6‰~ -8.1‰, avg. -7.4‰ PDB) compared to the estimated values for the late Ordovician marine dolomite could be attributed to modification and alteration of dolomite at higher temperatures during deeper burial, which could also be responsible for its 87Sr/86Sr ratios (0.7084~0.7088) that are higher than suggested for the late Ordovician seawaters (0.7078~0.7080). The trace amounts of saddle dolomite cement in the Red River carbonates are probably related to "cannibalization" of earlier replacement dolomite during the chemical compaction.  相似文献   

16.
Location based services is promising due to its novel working style and contents.A software platform is proposed to provide application programs of typical location based services and support new applications developing efficiently. The analysis shows that this scheme is easy implemented, low cost and adapt to all kinds of mobile nework system.  相似文献   

17.
以AC-13级配为基础,将橡胶颗粒代替部分集料掺入混合料中,以低温弯曲试验为评价方法对不同橡胶颗粒掺量下沥青混合料的低温抗裂性进行研究,并引入应变能密度值对混合料的低温抗裂性进行综合评价.试验结果表明:橡胶颗粒沥青混合料试件的破坏微应变均超过2 300,满足冬寒区的技术指标;无论是否掺加橡胶颗粒,随着温度的下降,沥青混合料破坏时的最大弯拉强度增大,弯拉应变降低,劲度模量增大;弯曲应变能密度在胶粒掺量为1%左右时具有较大的弯曲应变能密度值,此时橡胶颗粒沥青混合料具有较好的低温抗裂性.  相似文献   

18.
理论推导与室内实验相结合,建立了低渗透非均质砂岩油藏启动压力梯度确定方法。首先借助油藏流场与电场相似的原理,推导了非均质砂岩油藏启动压力梯度计算公式。其次基于稳定流实验方法,建立了非均质砂岩油藏启动压力梯度测试方法。结果表明:低渗透非均质砂岩油藏的启动压力梯度确定遵循两个等效原则。平面非均质油藏的启动压力梯度等于各级渗透率段的启动压力梯度关于长度的加权平均;纵向非均质油藏的启动压力梯度等于各渗透率层的启动压力梯度关于渗透率与渗流面积乘积的加权平均。研究成果可用于有效指导低渗透非均质砂岩油藏的合理井距确定,促进该类油藏的高效开发。  相似文献   

19.
As an American modern novelist who were famous in the literary world, Hemingway was not a person who always followed the trend but a sharp observer. At the same time, he was a tragedy maestro, he paid great attention on existence, fate and end-result. The dramatis personae's tragedy of his works was an extreme limit by all means tragedy on the meaning of fearless challenge that failed. The beauty of tragedy was not produced on the destruction of life, but now this kind of value was in the impact activity. They performed for the reader about the tragedy on challenging for the limit and the death.  相似文献   

20.
Quality traits in wheat (Triticum aestirum L.) were studied by quantitative trait locus (QTL) analysis in a recombinant inbred line (RIL) population, a set of 131 lines derived from Chuan 35050 × Shannong 483 cross (ChSh). Grains from RILs were assayed for 21 quality traits related to protein and starch. A total of 35 putative QTLs for 19 traits with a single QTL explaining 7.99-40.52% of phenotypic variations were detected on 10 chromosomes, 1D, 2A, 2D, 3B, 3D, 5A, 6A, 6B, 6D, and 7B. The additive effects of 30 QTLs were positive, contributed by Chuan 35050, the remaining 5 QTLs were negative with the additive effect contributed by Shannong 483. For protein traits, 15 QTLs were obtained and most of them were located on chromosomes 1 D, 3B and 6D, while 20 QTLs for starch traits were detected and most of them were located on chromosomes 3D, 6B and 7B. Only 7 QTLs for protein and starch traits were co-located in three regions on chromosomes 1D, 2A and 2D. These protein and starch trait QTLs showed a distinct distribution pattern in certain regions and chromosomes. Twenty-two QTLs were clustered in 6 regions of 5 chromosomes. Two QTL clusters for protein traits were located on chromosomes 1D and 3B, respectively, three clusters for starch traits on chromosomes 3D, 6B and 7B, and one cluster including protein and starch traits on chromosome 1D.  相似文献   

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