对于m个相互独立的随机向量X_1=(X_(1,1),X_(1,2),…,X_(1,n)),X_2=(X_(2,1),X_(2,2),…,X_(2,n)),…,X_m=(X_(m,1),X_(m,2),…,X_(m,n)),记S^((m))=sum from (i=1) to n X_(1,i)X_(2,i)…X_(m,i).讨论了S^((m))在凸序意义下的上下界,...对于m个相互独立的随机向量X_1=(X_(1,1),X_(1,2),…,X_(1,n)),X_2=(X_(2,1),X_(2,2),…,X_(2,n)),…,X_m=(X_(m,1),X_(m,2),…,X_(m,n)),记S^((m))=sum from (i=1) to n X_(1,i)X_(2,i)…X_(m,i).讨论了S^((m))在凸序意义下的上下界,得到了S^((3))上下界的分布函数和停止损失保费;给出了随机年金在凸序意义下的上界,并得到了随机利率下离散随机年金现值的期望.展开更多
基金supported by National Natural Science Foundation of China (10971068)Humanity and Social Science Youth Foundation of the Ministry of Education of China (12YJC910006)+2 种基金Doctoral Program Foundation of the Ministry of Education of China (20110076110004)Program for New Century Excellent Talents in University (NCET-09-0356) "the Fundamental Research Funds for the Central Universities"
文摘对于m个相互独立的随机向量X_1=(X_(1,1),X_(1,2),…,X_(1,n)),X_2=(X_(2,1),X_(2,2),…,X_(2,n)),…,X_m=(X_(m,1),X_(m,2),…,X_(m,n)),记S^((m))=sum from (i=1) to n X_(1,i)X_(2,i)…X_(m,i).讨论了S^((m))在凸序意义下的上下界,得到了S^((3))上下界的分布函数和停止损失保费;给出了随机年金在凸序意义下的上界,并得到了随机利率下离散随机年金现值的期望.
