基于交替更新过程的模糊随机破产模型
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引用本文:高建伟,王青壮,陈晓婕.基于交替更新过程的模糊随机破产模型[J].经济数学,2012,(2):5-10
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作者单位
高建伟,王青壮,陈晓婕 (华北电力大学 经济与管理学院部,北京102206) 
中文摘要:假设索赔额、盈余额和更新过程均是在模糊随机环境中,并且将索赔过程定义为在交替更新过程.当索赔额和时间间隔是服从不同的指数分布时,本文建立了交替更新过程下的模糊随机破产模型,并给出了最终破产概率公式与最终破产机会均值公式.
中文关键词:模糊随机  交替更新过程  机会均值  最终破产概率
 
A Fuzzy Random Ruin Model Based on Alternating Renewal Process
Abstract:The claim amount, the surplus and the renewal process of claim were assumed to be in the fuzzy random environment. The claim process was defined as the alternating renewal process. When the claim amount and the time interval obey different exponential distributions, the fuzzy random ruin model was built under the alternating renewal process, and the ultimate ruin probability formula and mean chance value formula of ultimate ruin were given.
keywords:fuzzy random  alternating renewal process  mean chance value  ultimate ruin probability
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