Risk model for interest randomness(随机利率下的风险模型)
考虑随机利率情形下关于风险损失（或赔款）的随机风险模型.当随机利率取一般的独立增量过程时，得到了总索赔额精算现值的各阶矩.特别地，当独立增量过程为Wiener过程，损失分布为Pareto分布的情形下，给出了总索赔额精算现值各阶矩的具体表达式....
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| Format: | Article |
| Language: | zho |
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Zhejiang University Press
2004-03-01
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| Series: | Zhejiang Daxue xuebao. Lixue ban |
| Subjects: | |
| Online Access: | https://doi.org/zjup/1008-9497.2004.31.2.134-137 |
| _version_ | 1827303494987546624 |
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| author | ZHANGYi(张奕) LIZhi-ying(李志英) |
| author_facet | ZHANGYi(张奕) LIZhi-ying(李志英) |
| author_sort | ZHANGYi(张奕) |
| collection | DOAJ |
| description | 考虑随机利率情形下关于风险损失（或赔款）的随机风险模型.当随机利率取一般的独立增量过程时，得到了总索赔额精算现值的各阶矩.特别地，当独立增量过程为Wiener过程，损失分布为Pareto分布的情形下，给出了总索赔额精算现值各阶矩的具体表达式. |
| first_indexed | 2024-04-24T17:02:28Z |
| format | Article |
| id | doaj.art-4d27c45a86364795be136ea5dad1486f |
| institution | Directory Open Access Journal |
| issn | 1008-9497 |
| language | zho |
| last_indexed | 2024-04-24T17:02:28Z |
| publishDate | 2004-03-01 |
| publisher | Zhejiang University Press |
| record_format | Article |
| series | Zhejiang Daxue xuebao. Lixue ban |
| spelling | doaj.art-4d27c45a86364795be136ea5dad1486f2024-03-29T01:58:21ZzhoZhejiang University PressZhejiang Daxue xuebao. Lixue ban1008-94972004-03-01312134137zjup/1008-9497.2004.31.2.134-137Risk model for interest randomness(随机利率下的风险模型)ZHANGYi(张奕)0LIZhi-ying(李志英)1Department of Mathematics, Zhejiang University, Hangzhou 310028, China(浙江大学数学系，浙江 杭州 310028)Department of Mathematics, Zhejiang University, Hangzhou 310028, China(浙江大学数学系，浙江 杭州 310028)考虑随机利率情形下关于风险损失（或赔款）的随机风险模型.当随机利率取一般的独立增量过程时，得到了总索赔额精算现值的各阶矩.特别地，当独立增量过程为Wiener过程，损失分布为Pareto分布的情形下，给出了总索赔额精算现值各阶矩的具体表达式.https://doi.org/zjup/1008-9497.2004.31.2.134-137随机利率poisson过程wiener过程索赔额 |
| spellingShingle | ZHANGYi(张奕) LIZhi-ying(李志英) Risk model for interest randomness(随机利率下的风险模型) Zhejiang Daxue xuebao. Lixue ban 随机利率 poisson过程 wiener过程 索赔额 |
| title | Risk model for interest randomness(随机利率下的风险模型) |
| title_full | Risk model for interest randomness(随机利率下的风险模型) |
| title_fullStr | Risk model for interest randomness(随机利率下的风险模型) |
| title_full_unstemmed | Risk model for interest randomness(随机利率下的风险模型) |
| title_short | Risk model for interest randomness(随机利率下的风险模型) |
| title_sort | risk model for interest randomness 随机利率下的风险模型 |
| topic | 随机利率 poisson过程 wiener过程 索赔额 |
| url | https://doi.org/zjup/1008-9497.2004.31.2.134-137 |
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