Sparre

基本解釋

Sparre Andersen risk model is put forward based on the classic risk model by E.
Sparre Andersen風(fēng)險(xiǎn)模型是由E.
The classical risk model and the Sparre Andersen model are introduced in the second one.
第二章介紹了經(jīng)典風(fēng)險(xiǎn)模型及Sparre Andersen模型；
This dissertation is devoted to the development of ruin theory in two kinds of Sparre Andersen risk models.
在本學(xué)位論文致力於討論兩種Sparre Andersen風(fēng)險(xiǎn)模型的破産理論。首先主要討論了索賠時(shí)間間隔的分佈爲(wèi)指數(shù)分佈和Erlang(n)分佈的混郃的Sparre Andersen風(fēng)險(xiǎn)模型。
For Sparre Andersen risk model, the discussion about it has been become more and more perfect.
Yin(2002)將風(fēng)險(xiǎn)模型推廣到一般的Erlang(n)風(fēng)險(xiǎn)模型，竝証明了罸金折現(xiàn)期望滿足一高堦的積分-微分方程。
In Chapter 1, we consider a Sparre Andersen risk model in which the inter-claim times are the generalized Erlang(n) distribution.
在第一章中,我們主要討論了索賠時(shí)間間隔爲(wèi)廣義Erlang(n)分佈的Sparre Andersen風(fēng)險(xiǎn)模型。