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某些不完全概率分布函数(英文)
Some Defective Probability Distributive Functions
【摘要】 运用在时刻t之前破产没有发生而余额在时刻t到达区间[x,x+dx]这一事件的概率表达式,给出了某些不完全概率分布所满足的更新方程及其表达式和拉普拉斯变换,并应用其计算了一些相关平均值.这些不完全概率分布在风险理论中具有理论的和潜在的价值.
【Abstract】 In this paper the classical risk model is considered. By using the expression of the probability of the event that no ruin occurs before time t and the surplus at time t belongs to, we present some renewal equations, expressions and Laplace transforms for some defective probability distributions which are useful and potential in risk theory study. As applications we also calculate some relative mean values.
【关键词】 不完全概率分布;
潜在的;
拉普拉斯变换;
余额过程;
【Key words】 defective probability distribution function; potential; Laplace transforms; surplus process;
【Key words】 defective probability distribution function; potential; Laplace transforms; surplus process;
【基金】 国家自然科学基金资助项目(10271062)~~
- 【文献出处】 天津师范大学学报(自然科学版) ,Journal of Tianjin Normal University (Natural Science Edition) , 编辑部邮箱 ,2003年04期
- 【分类号】O211
- 【被引频次】1
- 【下载频次】61