两类时间离散索赔模型的关系
Relations between claim distributions of two discrete risk models
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摘要: 运用随机过程理论证明了两类时间离散的风险索赔模型可相互转化 ,并求出了这两离散风险模型的索赔随机变量的分布之间的关系 .Abstract: In this paper,we show that two discrete risk models can be exchanged each other by applying stochastic process theory, and we obtain the relations between their claim distributions.
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