| Markov相依风险模型的等价定理及概率结构 |
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| 引用本文：莫晓云，欧辉，周杰明.Markov相依风险模型的等价定理及概率结构[J].经济数学,2012,(1):61-64 |
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| 中文摘要:严格定义了Markov相依风险模型.证明了该模型的一个等价定理，使得Markov相依风险模型中的诸过程之间的关系更清晰. 获得了Markov相依风险模型的概率结构，构造性地证明了该模型的存在定理. |
| 中文关键词:Markov相依风险模型 等价定理 Markov链 概率结构 组装法 |
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| Equivalence Theorem and Probabilistic Structure for Markov-Dependence Risk Model |
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| Abstract:The Markov-dependent risk model was defined rigorously. The equivalence theorem of this model was proved,which makes the relationships of the stochastic processes among Markov-dependent risk model more clear. Probabilistic structure of the Markov-dependent risk model was obtained,and the existence theorem of this model was proved constructively. |
| keywords:Markov-dependence risk model Equivalence theorem Markov chain Probabilistic Structure |
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