位相型更新风险模型的若干探究.pdfVIP

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位相型更新风险模型的若干探究

UDCCENrRSOU’IH modelTheriskofthestudies Andersen wewlttlOUtwhichwithwewithwitIlwithoutwhichwhenAndersenABSTRACTMarkovmodelmodel.ThenmodelmodelAndersenmmnatebasicPoissonultimaterumultimatebasishaveGerber-ShiurateaasaaaaGerber-ShiuGerber-ShiuGerber-ShiuresearchrelatedriskrecursiveOlVldenoonanrenewalriskriskruinresultsrationalruinruinatandalKlCanandofofofaimandandtheofofobtainofcurrentcurrentfunCtiontototoandandanclassiccalculatediscountedcalculateforfunctionsformerforfunctionformfunctionsthisthethethedividendcalculateconsiderdividendclosedclaimdistributiondividenddistributionfunctionsthethethethethethresholdthethethetransformt.hesethethethethethethethethethethetosurvivalamountsclaimdiscountedclaim‘amountsdiscountedtimessurvivalshowInintroduceisldinter-claim ABSTRACT……………....…………………………………………………………………………………”II’2.5.22.5.33.277 n=ln=lI’ L2’ .3 n=ln=l.4 .S· .Y+=——+一Ict0ctt.1∥ 826 m.o”CL=lvIvIO97r26·2.5.2””6‘%% ’·2.5.3lO∽ 3.212 ..一‘‘ ¨ ‘ +‘.b1一000000…00^■^0 P∞一∞S一^S一^1-16 18 m’’-..I=l■I一’-.-19 Il‘一f‘3·41’ 221 P...’’xxxxro.5347L+o.1Ou2·I-8928770099o’∞17”+o.10.98380.23570.2—0.00220—140.3o一30-2....2·一.8531.0159e1.1710e1111Il1lIll xx856+o.2206×10-2+0.0368×10-3i103×1 withwithActuarialAmericanMathematicsMothodsmathematicalmodelmSkB.SuU.Vere—HuebnerVolume.1955FinettiProcessesDiscrete-andXvGamesEconomicEducationH.U.AnU.Gerber.AnbetweenriskrenewalrishrenewalriskR.AFoundationaGerber.Continuous-Incomerisk24riskalternativadellaandandSurvivalSehweizerSeries979S.Huebner980.S.Ruina1.Stochasticand999ofofofofofofofofof6ofRiskofofriskease2S7~2179oftheanandandfortodelcollectivedistributioncollectivederderforteoriathethetheextensiontoeconomicclasstime-connectedthethethecollettivalcollectivetransactionssomeInstituteInsuranceinitsinitsininininIntro

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