probability of ruin
英 [ˌprɒbəˈbɪləti ɒv ˈruːɪn]
美 [ˌprɑːbəˈbɪləti əv ˈruːɪn]
破产的可能性
双语例句
- Bounds for the probability and severity of ruin in the sparre Andersen model
SparreAndersen模型中破产概率的边界 - The paper discusses the ruin probability of discrete risk mode and works out the expressing pattern easier for calculating ruin probability with the claim amount distribution function known.
对一种离散风险模型的破产概率进行研究，并在理赔额分布函数已知的情况下推导出了破产概率的更易于计算的表达式。 - Asymptotic Estimate for the Probability of an Exceedance over Negatively Associated Renewal Thresholds and the Ruin Probability in Dividend Barrier Models
负相协更新门限超出概率与红利干扰模型中破产概率的渐近估计 - Ruin Probability in an Interfered Risk Model of a Variable Ruin Limit
带干扰的变破产下限风险模型的破产概率 - Distributions of the ruin probability and distributions of the assets surplus before its ruin are discussed by B-Q process. That is to say, the most difficult open-problem of literature [ 18] is solved.
应用B-Q过程研究由风险投资或索赔引起的带扩散干扰项风险模型的破产概率分布及破产前资产盈余分布，解决了文献[18]中提出的最难的一个公开问题。 - On the probability of ruin when the number of premium income is a Poisson process
保险费收取次数为Poisson过程的破产概率 - This text has studied the random walks and queues in the insurance, then acquired a super-bounds for the ruin probability of the insurance and given a Lundberg type coefficient of ruin probability.
把随机过程中的随机游动模型和排队论运用到保险事务中，得到保险公司破产概率的一个上界，并引出影响破产概率的调节系数。 - On the basic of general compound Poisson model with stochastic interest, the ruin probability in the generalized compound Poisson risk model with stochastic interest is considered so that the probability of ruin has more significance in practice.
在一般化随机利率复合Poisson模型的基础上，进一步考虑了广义复合Poisson风险模型的破产概率，使得相应的破产概率更具有实际意义。 - The Probability of Ruin With Multiple Insurance Products
多险种场合的破产概率 - The trinomial distribution risk model in discrete setting is explored. The probability of ultimate ruin and the probability laws of the surplus immediately before ruin are discussed with emphasis.
本文探讨了离散的三项分布风险模型，重点研究了与风险有关的最终破产概率和破产前一刻的盈余的概率律。 - Finally, using the theory of random walks, we discuss the probability of ruin when the aggregate claims process and the premium income process are the same renewal process.
最后利用随机游动的知识，讨论了当保单来到过程与索赔来到过程为同一更新过程时的破产概率。 - Based on the total probability formula, the integral equation of ruin probability in the second risk model is deduced in a infinitesimal time interval according to the numbers of sold insurance and claim.
基于后一种风险模型，在一个无穷小的时间区间内，根据理赔的次数和收取保单的次数，应用全概率公式，得出了相应的积分方程。 - Probability Solution to a Special Kind of Repeated Games with Ruin
一类带ruin的重复对策的概率解 - Wu and Du ( 2002) discuss the renewal risk model in which the interest process is a constant. They obtain the probability of ruin, the distribution of surplus when ruin happen, series expansion and integal equation of the surplus immediately before ruin.
吴荣，杜勇宏（2002）对利率过程{Rt，t≥0}为常数的更新模型，得到了破产概率，破产时的余额分布以及破产前瞬间余额分布的级数展开式和积分方程。 - In this paper, we investigate the probability of ruin in the COX Model With disturbed by diffusion Under a Constant Interest Rate. Integral equations are obtained that the probability of ruin satisfy.
讨论了常利率下带干扰的Cox模型的破产概率，分别得到了条件破产概率和最终破产概率所满足的微积分方程。 - At last the ruin probability was studied, an estimation of the upper boundary of the ruin probability was given out by using the recursive method.
最后对该模型下的破产概率进行了研究，运用递归方法给出了破产概率的一个上界估计。 - The Probability of Ruin and Approachable Estimate in the Geometry Distribution Model
索赔总额服从几何分布的破产概率及渐近估计 - The Probability of Ruin for Multitype-insurance Risk Model with Compound Generalized Homogeneous Poisson Process
复合广义齐次Poisson过程的多险种破产概率 - Risk theory, as a part of insurance-or actuarial-mathematics, deals with stochastic models of an insurance business and studies the probability of ruin.
风险理论作为保险精算数学的一部分，主要处理保险事务中的随机风险模型并研究破产概率等问题。 - Recursive equations for finite time ruin probability and distribution of ruin time are derived.
并且推导出了关于有限时间破产概率和破产时间分布的递归方程。 - Subject to the control of investment and reinsurance, maximizing the expected wealth utility and minimizing the probability of ruin have a great deal of theoretical and practical significance. Firstly, the paper studies the diffusion approximation of the classical risk model.
控制投资和再保险，使得期望财富效用最大或破产概率最小，无论在理论上，还是在保险实务中，都具有十分重要的意义。 - Ruin theory is the core of risk theory. The ruin probability of ruin theory and its study to the applications on insurance company is instructive for the management of insurance company.
破产论是风险理论的核心内容，破产论中破产概率及其在保险公司中的实际应用的研究，对于保险公司的经营和保险监管部门的监管都有着非常重要的指导意义。 - Using the methods of recursive, we derive the probability of ruin and its Lundberg upper bound, and the probability of sustainable n period of ruin satisfies a integral function.
应用递推的方法得到破产概率和破产持续n期的概率所满足的方程，并且获得了该模型的破产概率的Lundberg上界。 - The upper bound of ruin probability, the distributions of the surplus immediately before ruin and the deficit at ruin, the property of the expected discounted penalty function at ruin and the optimal proportion of new risk business are discussed.
对破产概率的上界，破产前瞬时盈余和破产时赤字的分布，破产时罚金折现期望函数的性质及新风险业务的最优比例进行了分析。 - Finally, the influence of the interest rate and the initial capital on the probability of ruin and the optimal proportion is discussed by the numerical example.
最后，通过数值例子，分析了利率及初始资本对破产概率和最优比例的影响。 - The determination of premiums is very important to the insurance company whether from the considerations of the perspective of the insurance company earnings or from the probability of ruin.
无论是从公司盈利的角度还是从破产概率的角度出发考虑，保费的厘定对保险公司都是至关重要。 - At first people use stochastic processes to study compound Poisson risk models, discuss the ruin probability and the joint distribution of deficit at ruin, surplus immediately before ruin, the time of ruin and other actuarial diagnostics.
最初人们主要借助随机过程理论来研究复合泊松风险模型，主要是研究破产概率，破产时赤字、破产前瞬时盈余、破产时刻等精算量联合分布的问题。 - There is a positive probability of ruin for external linear consumption.
由于具有外生的线性消费，因而存在一个正的破产概率。 - The integral equations satisfied by the ruin probability, the distribution of surplus just before ruin, the distribution of surplus immediately after ruin and the joint distribution of surplus immediately before and after rain are derived, respectively.
然后推导出了破产概率，破产前盈余的分布，破产后盈余的分布和破产前后盈余的联合分布的积分方程。 - With combination method of VaR and ruin probability, the paper finds that the impact of initial reserve fund on ruin probability under different claim distributions are obviously different in the beginning period by the comparison analysis.
使用破产概率和VaR方法相结合的方法，对不同索赔额下的破产概率进行了对比分析，发现不同初始准备金对破产概率的影响只在开始一段时间有显著差异。