discounted penalty function
常見例句
- By the strong Markov property of the surplus process, we derive the expected discounted penalty function.
利用盈余過程的強馬爾可夫性,得到了期望折現(xiàn)罰金函數(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)時間復(fù)合二項模型破產(chǎn)概率的一些性質(zhì)及其期望折扣罰函數(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.
首先通過更新論證的方法得到罰金折現(xiàn)期望滿足的積分-微分方程,然后推導拉普拉斯變換的表達式,并就索賠額服從指數(shù)分布的情形得到了罰金折現(xiàn)期望的精確表達式。 返回 discounted penalty function