| 金融保险专业中的随机过程课程的教学体会 |
| |
| 引用本文： | 董迎辉. 金融保险专业中的随机过程课程的教学体会[J]. 中国西部科技, 2010, 9(26): 82-83. DOI: 10.3969/j.issn.1671-6396.2010.26.042 |
| |
| 作者姓名： | 董迎辉 |
| |
| 作者单位： | 苏州科技学院,江苏,苏州,215009 |
| |
| 摘 要： | 本文介绍了几类特殊的随机过程的定义与性质,并结合实际阐述了这几类随机过程在金融与保险中的重要应用。
|
| 关 键 词： | 复合泊松过程 维纳过程 破产概率 违约 |
Applications of Several Important Stochastic Processes in Finance and Insurance |
| |
| DONG Ying-hui. Applications of Several Important Stochastic Processes in Finance and Insurance[J]. Science and Technology of West China, 2010, 9(26): 82-83. DOI: 10.3969/j.issn.1671-6396.2010.26.042 |
| |
| Authors: | DONG Ying-hui |
| |
| Affiliation: | DONG Ying-hui (Suzhou Science ＆ Technology university,Jiangsu,Suzhou 215009) |
| |
| Abstract: | In this paper,we introduce the definitions and properties of several special stochastic processes,and we illustrate the important applications of these stochastic processes in finance and insurance in combination with pratice. |
| |
| Keywords: | Compound poisson process Winer process Ruin probability Default |
| 本文献已被 维普 万方数据 等数据库收录！ |
|
