欢迎您！东篱公司
退出
-
申报数据库
-
立项数据库
-
成果数据库
-
项目获奖数据库
中文摘要：
考虑理赔量和理赔间隔时间相依，理赔间隔时间服从Erlang（2）分布的风险模型，通过求取生存概率的Laplace变换，并对其进行Laplace逆变换，可以得到生存概率的显示表达式．
英文摘要：
A class risk process where claim occur as an Erlang（2） process and claim interoccurrence times is dependent on claim sizes is considered. The Laplace transforms on survival probabilities is calculated, which can be inverted to obtain the exact formulae of survival probabilities.
同期刊论文项目
同项目期刊论文
Large deviations for small perturbations
of sdes with non-markovian coefficients and their applicati
Moderate deviations and functional limits for random processes with stationary and independent incre
期刊信息
位置：