共查询到17条相似文献，搜索用时 156 毫秒
1.
保费随机的复合二项风险模型的破产概率 总被引：2，自引：0，他引：2
在离散时间的情况下,对保险费的收取过程和索赔过程都是复合二项过程的风险模型进行研究,证明最终破产概率的积分方程,并就指数分布的情形给出破产概率的具体计算方法,而且利用离散鞅得到Lundberg不等式。 相似文献
2.
本文针对银行贷款组合中的信用风险,提出了贷款组合的盈余过程,得到了有限离散时间下的一个破产模型;并且利用该破产模型推导出单一贷款额结构和多个贷款额结构下的破产概率及其递归公式。此外,本文还探讨了破产概率与风险价值VaR的关系。 相似文献
3.
通过定义调节系数以及应用累进均值法则和Chebychev不等式,讨论离散时间下带投资收益率的复合二项风险模型的最终破产概率问题和有限时间内的生存问题,提出并讨论台投资因素,和投资收益率为随机序列的复台二项风险模型,得到模型的最终破产概率的表达式. 相似文献
4.
当前经济变化莫测,失业保险不失为一种回避风险,促进农民工失业问题解决的有效措施。建立了常利率和通货膨胀率下保费收入,保费支出为广义齐次Poisson过程的风险模型,推算了该模型的调节系数和破产概率,时部分农民工进行数据调查,从而得出调节系数,估算出了破产概率。 相似文献
5.
刘家军 《内蒙古科技与经济》2007,(10)
本文把经典风险模型进行推广,把索赔到达过程加以推广为更新过程,把保费到达过程设为更新过程Mt,在有干扰的情况下,设其为布朗运动Wt,得到一个新的风险模型:Rt=u+cMt+Wt-∑Nti=1Xt,用马尔可夫骨架过程的理论和方法,求得有限时刻t的生存概率. 相似文献
6.
本文利用随机过程中的后向法推导出破产概率的表达式,从而避开了调节系数的计算,并就索赔额服从指数分布的情形进行了验证。 相似文献
7.
刘家军 《内蒙古科技与经济》2007,(5X):70-71
本文把经典风险模型进行推广，把索赔到达过程加以推广为更新过程，把保费到达过程设为更新过程M1，在有干扰的情况下，设其为布朗运动W1，得到一个新的风险模型：R1=u＋cMt＋Wt-ΣNi=1Xt，用马尔可夫骨架过程的理论和方法，求得有限时刻t的生存概率。 相似文献
8.
在经典风险模型的基础上,本文建立了更符合实际的破产模型,假设理赔和保单的到达过程是Poisson过程,保单的保费和各险种的理赔额均为随机序列,考虑到保险公司的投资利率和通货膨胀率,并且在模型中加了随机干扰项,分析了盈利过程的性质,得出了调节系数方程及相应的破产概率的上限。 相似文献
9.
破产风险是保险精算所涉及的一个重要内容.本文拟应用随机过程中的G/G/1排队系统及鞅序列方法来分析破产概率.从而揭示破产风险大小. 相似文献
10.
探讨了索赔过程为多险种的风险模型,以及重尾随机变量分布函数f为OR类精确大偏差问题。假设一个保险公司有k种类型的险种．第i个险种的索赔过程记为｜xy,j≥1｜,i=1,…,k,在他人研究的基础上得出多险种风险模型s（k;n1,…,nk）=k∑i=1 ni∑j=1xy的精细大偏差． 相似文献
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12.
《Journal of The Franklin Institute》2023,360(9):5996-6020
This paper is concerned with the dynamic quantized control for switched fuzzy systems with singular perturbation and an improved event-triggered protocol. Essentially apart from the transition probabilities, the nonhomogeneous sojourn probabilities are employed to characterize the dynamic behavior of switched fuzzy singularly perturbed systems based on a deterministic switching signal. Benefiting from the dynamic quantization parameter, the quantization-based event-triggered protocol is presented, thereby decreasing the communication load. Based on the hidden Markov model, a novel event-triggered asynchronous control law is built. Finally, two examples are shown to clarify the practicality of the obtained results. 相似文献
13.
Hierarchical Cucker–Smale flocking under random interactions with time-varying failure probabilities
This paper studies the hierarchical Cucker–Smale flocking model of sampled-data second-order discrete-time multi-agent systems under random interactions with time-varying failure probabilities. More precisely, each agent, at each sampling time point, can fail to see any of its superiors in the hierarchy. The random failures are not independent with varying failure rate probabilities. For this model with random interactions, we prove that the flocking would occur almost surely, i.e., agents’ velocities will converge almost surely to the velocity of the overall leader of the flock which moves with a varying velocity, the relative positions between agents and the overall leader converge almost surely. Finally, several numerical simulations are provided to illustrate the obtained results. 相似文献
14.
使用贝叶斯网络作为工具,以贝叶斯网络中的节点代替利益相关者和利益诉求风险,连接节点有向边代替利益冲突,进而构建预警模型,实现基于多元利益冲突对社会稳定风险的预警,从利益相关者视角对社会稳定风险的预防。实证结果表明,该预警模型能较好的分析工程建设期间利益冲突的变化,定位风险源泉,对降低工程建设所在地社会稳定性风险,具有一定参考借鉴意义。 相似文献
15.
《Journal of The Franklin Institute》2023,360(6):4331-4353
This paper investigates the observer-based consensus control for high-order nonlinear multi-agent systems (MASs) under denial-of-service (DoS) attacks. When the DoS attacks appear, the communication channels are destroyed, and the blocked information may ruin the consensus of MASs. A switched state observer is designed for the followers to observe the leader’s state whether the DoS attacks occur or not. Then, a dynamic event-triggered condition is proposed to reduce the consumption of communication resources. Moreover, an observer-based and dynamic event-triggered controller is formulated to achieve leader-following consensus through the back-stepping method. Additionally, the boundedness of all closed-loop signals is obtained based on the Lyapunov stability theory. Finally, the simulation results demonstrate the effectiveness of the presented control strategy under DoS attacks. 相似文献
16.
企业是一国经济发展的命脉,深入挖掘企业兴衰的影响因素有助于促进企业的健康成长。对应2011-2016年间中国132家微观制造业上市公司的年度数据,运用事件史分析的方法动态解析了企业的兴衰状况,Kaplan-Meier 乘积限估计方法得出的生存函数和风险函数图显示中国高技术产业相比传统制造业企业具有更高的健康概率和更低的危险概率。在此基础上进一步运用Cox比例风险模型对企业健康状况的影响因素进行研究,模型结果表明：技术创新是保护因素,能够显著提高企业的健康概率,企业健康概率与区域市场化进程间呈现先上升后下降的倒U字型关系,存在最优的政府干预程度能够促进企业的健康成长,过高或者过低的市场化程度都有可能抑制企业的健康性。此外,企业健康概率与企业规模的加速扩张也呈现倒U字型关系。基于以上研究结论,从创新驱动、市场和政府调控以及企业规模扩张角度对促进企业健康成长提出了相应建议。 相似文献
17.
《International Journal of Information Management》2016,36(1):25-34
This paper proposes a risk analysis model for information security assessment, which identifies and evaluates the sequence of events – referred to as alternatives – in a potential accident scenario following the occurrence of an initiating event corresponding to abuses of Information Technology systems. In order to perform this evaluation, this work suggests the use of Event Tree Analysis combined with fuzzy decision theory. The contributions of the present proposal are: the development of a taxonomy of events and scenarios, the ranking of alternatives based on the criticality of the risk, considering financial losses, and finally, the provision of information regarding the causes of information system attacks of highest managerial relevance for organizations. We included an illustrative example regarding a data center aiming to illustrate the applicability of the proposed model. To assess its robustness, we analyzed twelve alternatives considering two different methods of setting probabilities of the occurrence of events. Results showed that deliberate external database services attack represent the most risky alternative. 相似文献