Gerber-Shiu罚金折现期望函数,Gerber-Shiu discounted penalty function
1)Gerber-Shiu discounted penalty functionGerber-Shiu罚金折现期望函数
1.Gerber-Shiu discounted penalty function is studied and a solution is obtained to the iuntegro-differertial eqution which is in the form of an infinite series by means of integral transform.在常利率环境下,研究当索赔时间间隔为Erlang(2)分布且保费收取为两步保费的风险模型,推导出该模型Gerber-Shiu罚金折现期望函数所满足的微积分方程。
2)Gerber-Shiu expectation discouted penalty functionGerber-Shiu期望折现罚金函数
3)Gerber-Shiu expected discounted penalty functionGerber-Shiu期望折扣惩罚函数
4)Gerber-Shiu discounted penalty functionGerber-Shiu折现罚金函数
1.The Poisson risk model with constant interest rate under a threshold dividend strategy——Gerber-Shiu discounted penalty function;按比例分红策略下具有常利率的泊松风险模型——Gerber-Shiu折现罚金函数
2.The joint density function of three characteristics and theGerber-Shiu discounted penalty function for the spectrally negative Levy process;谱负Levy过程的三者联合密度函数与Gerber-Shiu折现罚金函数(英文)
3.TheGerber-Shiu discounted penalty function of the classical absolute ruin model with investment and loan可以贷款和投资的古典绝对破产模型的Gerber-Shiu折现罚金函数
英文短句/例句
1.The Poisson risk model with constant interest rate under a threshold dividend strategy--Gerber-Shiu discounted penalty function;按比例分红策略下具有常利率的泊松风险模型——Gerber-Shiu折现罚金函数
2.The Gerber-Shiu discounted penalty function of the classical absolute ruin model with investment and loan可以贷款和投资的古典绝对破产模型的Gerber-Shiu折现罚金函数
3.Gerber-Shiu Discounted Penalty Function of a double-claim risk model;双理赔风险模型的Gerber-Shiu罚金函数
4.On the Discounted Penalty Function in a Two-step Premium Rate Model with Linea Dividend Barrier;线性边界下两步保费率风险模型的Gerber-Shiu罚金函数
5.Some Results of Gerber-Shiu Discounted Penalty Function in the Risk Model with a Constant Dividend Barrier;有界风险模型中Gerber-Shiu函数的若干结果
6.The Gerber-Shiu Function for a Sparre Andersen Risk Model一类Sparre Andersen风险模型的Gerber-Shiu函数
7.The Gerber-Shui Penalty Function in the Negative Binomial (2) Risk Process;负二项(2)风险过程的Gerber-Shui罚金函数
8.On the Gerber-Shiu Functions for a Risk Model with Dividends Involving Two Classes of Insurance Risks带红利的两类索赔风险模型的Gerber-Shiu函数
9.On the expected discounted penalty functions for two-correlated aggregate claims model两类索赔相关风险模型的罚金折现期望函数
10.Expected discounted Penalty Function for a Thinning Risk Model稀疏风险模型的期望折扣罚金函数(英文)
11.Expected Discounted Penalty of Mixed Exponential Renewal Process;混合指数更新模型下平均折现惩罚函数
12.The Expected Discounted Penalty Function on a Class of the Claim Inter-arrival Times have Mixing Distributions一类索赔到达时间间距为混合分布的平均折现罚函数
13.The Penalty Function of Sparre Andersen Model with a Threshold Dividend Strategy;带分红的Sparre Andersen模型的期望折扣罚函数
14.ON THE EXPECTED DISCOUNTED PENALTY FUNCTIONS FOR TWO CORRELATED CLASSES OF RISK PROCESS相关风险和模型的折扣惩罚函数的期望
15.On the Discounted Penalty Function in a Cox Risk Model一类Cox风险模型下的罚金函数(英文)
16.A Renewal Equation for Expected Discounted Penalty at Ruin一个破产时罚金折现期望的更新方程
17.We shall be glad if you will quote us the best discount for cash off list price for this quantity.订购如此数量,以现金交付,最大折扣若干,敬请惠函告知。
18.The Gerber-Shiu Expected Discounted Penalty Function for Erlang(2) Risk Model with Interest Force;常利率环境下Erlang(2)风险模型的罚金折现期望
相关短句/例句
Gerber-Shiu expectation discouted penalty functionGerber-Shiu期望折现罚金函数
3)Gerber-Shiu expected discounted penalty functionGerber-Shiu期望折扣惩罚函数
4)Gerber-Shiu discounted penalty functionGerber-Shiu折现罚金函数
1.The Poisson risk model with constant interest rate under a threshold dividend strategy——Gerber-Shiu discounted penalty function;按比例分红策略下具有常利率的泊松风险模型——Gerber-Shiu折现罚金函数
2.The joint density function of three characteristics and theGerber-Shiu discounted penalty function for the spectrally negative Levy process;谱负Levy过程的三者联合密度函数与Gerber-Shiu折现罚金函数(英文)
3.TheGerber-Shiu discounted penalty function of the classical absolute ruin model with investment and loan可以贷款和投资的古典绝对破产模型的Gerber-Shiu折现罚金函数
5)Gerber-Shiu discounted penalty functionGerber-Shiu罚金折现函数
1.Then,a nonhomogeneous integro-differential equation for theGerber-Shiu discounted penalty function in this risk model was derived,and the solution to theGerber-Shiu discounted penalty function was analyzed.介绍了带有阈值分红的索赔额相依风险模型,给出了Gerber-Shiu罚金折现函数满足的非齐次积分微分方程及其解的分析,并给出了红利折现期望满足的齐次积分微分方程。
6)Gerber-Shiu discounted penalty functionGerber-Shiu期望折现函数
延伸阅读
期望效用函数理论期望效用函数理论(Expected Utility Theory)期望效用函数理论的定义期望效用函数理论是20世纪50年代,冯%26middot;纽曼和摩根斯坦(Von Neumann and Morgenstern)在公理化假设的基础上,运用逻辑和数学工具,建立了不确定条件下对理性人(rational actor)选择进行分析的框架。不过, 该理论是将个体和群体合而为一的。后来,阿罗和德布鲁(Arrow and Debreu)将其吸收进瓦尔拉斯均衡的框架中,成为处理不确定性决策问题的分析范式,进而构筑起现代微观经济学并由此展开的包括宏观、金融、计量等在内的宏伟而又优美的理论大厦。 期望效用函数如果某个随机变量X以概率Pi取值xi,i=1,2,%26hellip;,n,而某人在确定地得到xi时的效用为u(xi),那么,该随机变量给他的效用便是: U(X) = E[u(X)] = P1u(x1) + P2u(x2) + ... + Pnu(xn) 其中,E[u(X)]表示关于随机变量X的期望效用。因此U(X)称为期望效用函数,又叫做冯%26middot;诺依曼%26mdash;摩根斯坦效用函数(VNM函数)。另外,要说明的是期望效用函数失去了保序性,不具有序数性。 期望效用函数理论受到的主要挑战EU理论及SEU理论描述了%26ldquo;理性人%26rdquo;在风险条件下的决策行为。但实际上人并不是纯粹的理性人,决策还受到人的复杂的心理机制的影响。因此,EU理论对人的风险决策的描述性效度一直受到怀疑。例如,EU理论难以解释阿莱悖论、Ellsberg悖论等现象;没有考虑现实生活中个体效用的模糊性、主观概率的模糊性;不能解释偏好的不一致性、非传递性、不可代换性、%26ldquo;偏好反转现象%26rdquo;、观察到的保险和赌博行为;现实生活中也有对EU理论中理性选择上的优势原则和无差异原则的违背;实际生活中的决策者对效用函数的估计也违背EU理论的效用函数。 另外,随着实验心理学的发展,预期效用理论在实验经济学的一系列选择实验中受到了一些%26ldquo;悖论%26rdquo;的挑战。实验经济学在风险决策领域所进行的实验研究最广泛采取的是彩票选择实验(lottery-choice experiments),即实验者根据一定的实验目标,在一些配对的组合中进行选择,这些配对的选择通常在收益值及赢得收益值的概率方面存在关联。通过实验经济学的论证,同结果效应、同比率效应、反射效应、概率性保险、孤立效应、偏好反转等%26ldquo;悖论%26rdquo;的提出对预期效用理论形成了重大冲击。 对期望效用函数理论的修正和扩展研究者针对以上问题提出了以下几种使EU理论一般化的方式: (1)Karmark(1978)提出主观权重效用(Subjectively Weighted Utility,SWU)的概念,用决策权重替代线性概率,这可以解释Allais问题和共同比率效应,但不能解释优势原则的违背; (2)扩展性效用模型(generalized utility model)。该类模型的特点是针对同结果效应和同比率效应等,放松预期效用函数的线性特征,或对公理化假设进行重新表述,模型将用概率三角形表示的预期效用函数线性特征的无差异曲线,扩展成体现局部线性近似的扇行展开。这些模型没有给出度量效用的原则,但给出了效用函数的许多限定条件。 (3)Kahneman和Tversky(1979)引入系统的非传递性和不连续性的概念,以解决优势违背问题; (4)%26ldquo;后悔%26rdquo;的概念被引入,以解释共同比率效应和偏好的非传递性;如Loomes和Sudgen(1982)所提出的%26ldquo;后悔模型%26rdquo;引入了一种后悔函数,将效用奠定在个体对过去%26ldquo;不选择%26rdquo;结果的心理体验上(放弃选择后出现不佳结果感到庆幸,放弃选择后出现更佳结果感到后悔),对预期效用函数进行了改写(仍然保持了线性特征)。