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含k个类的负风险和过程的分布及数字特征

Ruin Probability and Figure Characteristics for Random Processes with four Types of Negative Risk Sums
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摘要 本文考虑含k个类的负风险和随机过程,研究相关与独立两种情况下的分布、数学期望、方差和协方差. In this paper,we discuss random processes with k types of negative risk sums,it studies some properties of the distribution、expectation、variance、covariance and distribution under both correlated and independent circumstances.
作者 张晓勤
出处 《青海师范大学学报(自然科学版)》 2009年第3期20-22,共3页 Journal of Qinghai Normal University(Natural Science Edition)
关键词 负风险和 分布 数字特征 复合POISSON过程 negative risk sums distribution characteristics of figure compound poisson process
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