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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作者单位
莫晓云,欧辉,周杰明 (1.湖南师范大学 数学与计算机科学院湖南 长沙4100812.湖南财政经济学院湖南 长沙410205) 
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
 
Equivalence Theorem and Probabilistic Structure for Markov-Dependence Risk Model
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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