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国家自然科学基金(11071259)

作品数:5 被引量:13H指数:2
相关作者:李俊平覃东君吕靖刘志峰更多>>
相关机构:中南大学湖南化工职业技术学院更多>>
发文基金:国家自然科学基金国家教育部博士点基金更多>>
相关领域:理学经济管理建筑科学更多>>

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5 条 记 录,以下是 1-5
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复合二项-负二项风险模型的研究
2011年
本文研究了一类复合二项-负二项风险模型,并对所建立的模型,利用鞅分析方法讨论了模型的调节系数,推导了保险公司在初始准备金为u条件下的最终破产概率ψ(u)的表达式和Lundberg不等式。
吕靖李俊平刘志峰覃东君
关键词:破产概率LUNDBERG不等式
Asymptotic Behavior of a Stochastic SIRS Model with Non-linear Incidence and Levy Jumps被引量:2
2014年
A stochastic susceptible-infective-recovered-susceptible( SIRS) model with non-linear incidence and Levy jumps was considered. Under certain conditions, the SIRS had a global positive solution. The stochastically ultimate boundedness of the solution of the model was obtained by using the method of Lyapunov function and the generalized Ito's formula. At last,asymptotic behaviors of the solution were discussed according to the value of R0. If R0< 1,the solution of the model oscillates around a steady state, which is the diseases free equilibrium of the corresponding deterministic model,and if R0> 1,it fluctuates around the endemic equilibrium of the deterministic model.
臧彦超李俊平
Markov branching processes with immigration-migration and resurrection被引量:5
2011年
We consider a modified Markov branching process incorporating with both state-independent immigration-migration and resurrection. The effect of state-independent immigration-migration is firstly in- vestigated in detail. The explicit expressions for the extinction probabilities and mean extinction times are presented. The ergodicity and stability properties of the process incorporating with resurrection structure are then investigated. The conditions for recurrence, ergodicity and exponential ergodicity are obtained. An explicit expression for the equilibrium distribution is also presented. As a preparation, the criteria for regularity and uniqueness for such structure are firstly established.
LI JunPing LIU ZaiMing
关键词:IMMIGRATIONMIGRATIONRESURRECTIONREGULARITYEXTINCTION
Decay parameter and related properties of n-type branching processes被引量:2
2012年
We consider decay properties including the decay parameter, invariant measures, invariant vectors, and quasistationary distributions for n-type Markov branching processes on the basis of the 1-type Markov branching processes and 2-type Markov branching processes. Investigating such behavior is crucial in realizing life period of branching models. In this paper, some important properties of the generating functions for n-type Markov branching q-matrix are firstly investigated in detail. The exact value of the decay parameter λC of such model is given for the communicating class C = Zn+ \ 0. It is shown that this λC can be directly obtained from the generating functions of the corresponding q-matrix. Moreover, the λC -invariant measures/vectors and quasi-distributions of such processes are deeply considered. λC -invariant measures and quasi-stationary distributions for the process on C are presented.
LI JunPing WANG Juan
双到达过程带索赔成本风险模型的破产概率被引量:4
2011年
本文考虑了一种双到达过程带索赔成本的一般更新过程的风险模型,主要是运用鞅来估计该模型在初始准备资金为U0的条件下有限时间内的破产概率ψ(U0,t)的最小上界和最终破产概率ψ(U0)。
覃东君李俊平刘志峰吕靖
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