| 复合Poisson-Geometric过程的性质及简单应用 |
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| 引用本文： | 蔡秋娥,廖基定.复合Poisson-Geometric过程的性质及简单应用[J].湖南工业大学学报,2010,24(1):40-42. |
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| 作者姓名： | 蔡秋娥 廖基定 |
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| 作者单位： | 南华大学,数理学院,湖南,衡阳,421001 |
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| 摘 要： | 引入了复合Poisson-Geometric记数过程,利用概率论与随机过程的计算方法,得到了复合Poisson-Geometric过程的特征函数、矩母函数、期望、方差等性质,较好地刻画了Poisson-Geometric过程的一些数字特征,提供了研究Poisson-Geometric过程的理论依据,并阐述了其应用。
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| 关 键 词： | Poisson-Geometric过程 风险模型 性质 应用 |
| 收稿时间： | 2009/9/11 0:00:00 |
The Properties of Compound Poisson-Geometric Process and Its Applications |
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| Cai Qiue and Liao Jiding.The Properties of Compound Poisson-Geometric Process and Its Applications[J].Journal of Hnnnan University of Technology,2010,24(1):40-42. |
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| Authors: | Cai Qiue and Liao Jiding |
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| Abstract: | Introduces the compound Poisson-Geometric process.By applying probability theory and the calculation of stochastic processes, obtains the process's eigenfunction, moment generating function, mathematical expectation and variance and depicts its numerical features.Provides the theoretical basis for reasearch of compound Poisson-Geometric process and elaborates its application. |
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| Keywords: | Poisson-Geometric process ruin model properties applications |
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