Asymptotic solution of expected discounted penalty in the compound binomial model(离散时间模型下的罚金折现期望的渐近解)
在调节系数存在的前提下，对于充分大的初始盈余，利用离散更新方程的一个极限定理，给出了罚金折现期望Φ(u；ω）的渐近解.然后通过对ω的不同形式的讨论，得出f(u；x），g(u，y）与ψ(u)的渐近解.
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| Format: | Article |
| Language: | zho |
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Zhejiang University Press
2007-03-01
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| Series: | Zhejiang Daxue xuebao. Lixue ban |
| Subjects: | |
| Online Access: | https://doi.org/zjup/1008-9497.2007.34.2.139-142 |
| _version_ | 1797236215939858432 |
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| author | WANGShao-feng(王绍锋) |
| author_facet | WANGShao-feng(王绍锋) |
| author_sort | WANGShao-feng(王绍锋) |
| collection | DOAJ |
| description | 在调节系数存在的前提下，对于充分大的初始盈余，利用离散更新方程的一个极限定理，给出了罚金折现期望Φ(u；ω）的渐近解.然后通过对ω的不同形式的讨论，得出f(u；x），g(u，y）与ψ(u)的渐近解. |
| first_indexed | 2024-04-24T17:00:19Z |
| format | Article |
| id | doaj.art-381e0c2fef8d4cb39c08756d1878a650 |
| institution | Directory Open Access Journal |
| issn | 1008-9497 |
| language | zho |
| last_indexed | 2024-04-24T17:00:19Z |
| publishDate | 2007-03-01 |
| publisher | Zhejiang University Press |
| record_format | Article |
| series | Zhejiang Daxue xuebao. Lixue ban |
| spelling | doaj.art-381e0c2fef8d4cb39c08756d1878a6502024-03-29T01:58:24ZzhoZhejiang University PressZhejiang Daxue xuebao. Lixue ban1008-94972007-03-01342139142zjup/1008-9497.2007.34.2.139-142Asymptotic solution of expected discounted penalty in the compound binomial model(离散时间模型下的罚金折现期望的渐近解)WANGShao-feng(王绍锋)0Department of Mathematics, Jining Teachers' College, Jining 272200, China(济宁师专数学系，山东 济宁 272200)在调节系数存在的前提下，对于充分大的初始盈余，利用离散更新方程的一个极限定理，给出了罚金折现期望Φ(u；ω）的渐近解.然后通过对ω的不同形式的讨论，得出f(u；x），g(u，y）与ψ(u)的渐近解.https://doi.org/zjup/1008-9497.2007.34.2.139-142离散模型罚金折现期望调节系数离散更新方程渐近解 |
| spellingShingle | WANGShao-feng(王绍锋) Asymptotic solution of expected discounted penalty in the compound binomial model(离散时间模型下的罚金折现期望的渐近解) Zhejiang Daxue xuebao. Lixue ban 离散模型 罚金折现期望 调节系数 离散更新方程 渐近解 |
| title | Asymptotic solution of expected discounted penalty in the compound binomial model(离散时间模型下的罚金折现期望的渐近解) |
| title_full | Asymptotic solution of expected discounted penalty in the compound binomial model(离散时间模型下的罚金折现期望的渐近解) |
| title_fullStr | Asymptotic solution of expected discounted penalty in the compound binomial model(离散时间模型下的罚金折现期望的渐近解) |
| title_full_unstemmed | Asymptotic solution of expected discounted penalty in the compound binomial model(离散时间模型下的罚金折现期望的渐近解) |
| title_short | Asymptotic solution of expected discounted penalty in the compound binomial model(离散时间模型下的罚金折现期望的渐近解) |
| title_sort | asymptotic solution of expected discounted penalty in the compound binomial model 离散时间模型下的罚金折现期望的渐近解 |
| topic | 离散模型 罚金折现期望 调节系数 离散更新方程 渐近解 |
| url | https://doi.org/zjup/1008-9497.2007.34.2.139-142 |
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