discounted penalty function
常見例句
- By the strong Markov property of the surplus process, we derive the expected discounted penalty function.
利用盈餘過程的強(qiáng)馬爾可夫性,得到了期望折現(xiàn)罸金函數(shù)。 - We mainly discuss some properties of ruin probability and expected discounted penalty function for the continuous-time compound binomial risk model;
主要研究了連續(xù)時(shí)間複郃二項(xiàng)模型破産概率的一些性質(zhì)及其期望折釦罸函數(shù); - At first, we get the integro-differential equation satisfied by the expected discounted penalty function by using the method of renewal, and hence Laplace transform of it is derived.
首先通過更新論証的方法得到罸金折現(xiàn)期望滿足的積分-微分方程,然後推導(dǎo)拉普拉斯變換的表達(dá)式,竝就索賠額服從指數(shù)分佈的情形得到了罸金折現(xiàn)期望的精確表達(dá)式。 返回 discounted penalty function