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1.
研究了一类带干扰的双险种风险模型,其中索赔到达计数过程和保费到达计数过程均为非齐次Poisson过程,用鞅方法得到了有限时间破产概率的一个上界,并给出了当两个险种的个体索赔均服从指数分布时,有限时间破产概率的上界估计.  相似文献   

2.
讨论了一类带干扰的双险种风险模型,其中保费到达过程和索赔到达过程是相互独立的,且索赔过程均为广义复合Poisson过程,并在模型中加上了随机干扰项。运用鞅的理论得到了最终破产概率的一般表达武和破产概率的一个上界估计。  相似文献   

3.
研究了一类双险种风险模型,其中索赔到达计数过程和保费到达计数过程(假定每次保费收入均为常数)均为非齐次Poisson过程,用鞅方法得到了有限时间破产概率的一个上界.并给出了当两个险种的个体索赔额均服从指数分布时,有限时间破产概率的上界估计.  相似文献   

4.
研究了一类双险种风险模型,其中索赔到达计数过程和保费到达计数过程(假定每次保费收入均为常数)均为非齐次Poisson过程,用鞅方法得到了有限时间破产概率的一个上界.并给出了当两个险种的个体索赔额均服从指数分布时,有限时间破产概率的上界估计.  相似文献   

5.
对于保单到达过程与索赔过程均为 Cox 过程的情况,考虑到保险公司为了规避风险进行投资组合和再保险,将经典风险模型推广,建立了一类再保险双 Cox 风险模型,运用鞅论方法得到了此模型 Lund-berg 指数上界和破产概率的上界,并给出了最终破产概率的解析表达式。  相似文献   

6.
研究了二维风险模型,其中保单到达是复合Poisson-Geometric过程,且索赔发生是保单到达过程的q-稀疏过程.对二维模型定义了3种不同的破产概率,并运用一维风险模型的相关理论得到了 3种破产概率的明确表达式或者上界  相似文献   

7.
广义二元复合非齐次Poisson风险模型的破产概率   总被引:1,自引:1,他引:0  
研究了一类双险种风险模型,其中索赔到达计数过程和保费到达计数过程(假定每次保费收入均为常数)均为非齐次Poisson过程,用鞅方法得到了有限时间破产概率的一个上界.并给出了当两个险种的个体索赔额均服从指数分布时,有限时间破产概率的上界估计。  相似文献   

8.
在引入投资的情况下,对经典离散时间风险模型的保费收取、索赔过程及险种三个方面进行推广。引入双险种,且保险收取与索赔过程服从二项分布,利用等价变换及全概率公式得到模型的破产概率积分表达式,通过鞅方法证明改进后的模型存在破产概率上界,并应用停时定理证明该破产概率上界优于不带投资情况下的破产概率上界。  相似文献   

9.
双Cox风险模型   总被引:10,自引:1,他引:10  
 双Cox风险模型作为经典风险模型的一个推广,在保费的到达和理赔的发生都服从Cox过程的假定下,得到了破产概率的上界.并在假设保单的到达和理赔的发生具有相同的累积强度过程时,给出了破产概率的明确表达式.  相似文献   

10.
推广了经典的风险模型。对于索赔次数,我们用一个条件泊松过程刻画,通过构造一个下鞅,在破产时盈余为零的假设基础上给出了索赔到达为条件Poisson过程的风险模型破产概率的下界和破产时刻期望的上界;对于带红利情形,我们在红利线为线性情况下,给出了破产概率的下界。  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.
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   

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.
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   

15.
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   

16.
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   

17.
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   

18.
正The periodicity of the elements and the non-reactivity of the inner-shell electrons are two related principles of chemistry,rooted in the atomic shell structure.Within compounds,Group I elements,for example,invariably assume the+1 oxidation state,and their chemical properties differ completely from those of the p-block elements.These general rules govern our understanding of chemical structures and reactions.Using first principles calcula-  相似文献   

19.
We have developed an adiabatic connection to formulate the ground-state exchange-correlation energy in terms of pairing matrix linear fluctuations.This formulation of the exchange-correlation energy opens a new channel for density functional approximations based on the many-body perturbation theory.We illustrate the potential of such approaches with an approximation based on the particle-particle Random Phase Approximation(pp-RPA).This re-  相似文献   

20.
正The electronic and nuclear(structural/vibrational)response of 1D-3D nanoscale systems to electric fields gives rise to a host of optical,mechanical,spectral,etc.properties that are of high theoretical and applied interest.Due to the computational difficulty of treating such large systems it is convenient to model them as infinite and periodic(at least,in first approximation).The fundamental theoretical/computational problem in doing so is that  相似文献   

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