本文讨论了在随机利率作用下经典风险模型的破产问题,给出了导致公司破产的索赔额的L ap lace变换所满足的微分方程,给出了破产概率二次连续可微性的条件,得到了导致公司破产的所满足的积分微分方程;破产时刻公司赤字的L ap lace变换所...本文讨论了在随机利率作用下经典风险模型的破产问题,给出了导致公司破产的索赔额的L ap lace变换所满足的微分方程,给出了破产概率二次连续可微性的条件,得到了导致公司破产的所满足的积分微分方程;破产时刻公司赤字的L ap lace变换所满足的积分-微分方程.作为特例,本文给出了当索赔为指数分布地导致破产索赔额的L ap lace变换和破产时刻赤字的L ap lace变换的微分方程.展开更多
Hardin and Massopust([1])introduced a class of fractal interpolation functions and calculated their Bouligand dimensions.This paper deals with the non-differentiability of these functions and shows some conditions und...Hardin and Massopust([1])introduced a class of fractal interpolation functions and calculated their Bouligand dimensions.This paper deals with the non-differentiability of these functions and shows some conditions under which they are nowhere differentiable.The basic technique here is based on the presentation the author obtains.展开更多
文摘本文讨论了在随机利率作用下经典风险模型的破产问题,给出了导致公司破产的索赔额的L ap lace变换所满足的微分方程,给出了破产概率二次连续可微性的条件,得到了导致公司破产的所满足的积分微分方程;破产时刻公司赤字的L ap lace变换所满足的积分-微分方程.作为特例,本文给出了当索赔为指数分布地导致破产索赔额的L ap lace变换和破产时刻赤字的L ap lace变换的微分方程.
文摘Hardin and Massopust([1])introduced a class of fractal interpolation functions and calculated their Bouligand dimensions.This paper deals with the non-differentiability of these functions and shows some conditions under which they are nowhere differentiable.The basic technique here is based on the presentation the author obtains.
