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现值分布的单峰性与现值模型的扩展

Unimodality of Present Value Distribution and Extension to Present Value Models
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摘要 介绍了(0)单峰性、α-单峰性、γ-单峰性的概念,证明了它们的等价形式,然后给出现值分布的数学描述,对现值分布模型进行扩展,并在一定条件下,证明现值分布渐近γ-单峰性. The paper begins with introducing the concepts of (0) unimodality,α-unimodality, γ-unimodality and proves their equivalent expression forms, gives mathematical description on random present-value distribution , extends the random present-value model, and prove that its distribution is asymptotically γ-unimodality.
出处 《河南师范大学学报(自然科学版)》 CAS CSCD 北大核心 2006年第3期169-170,共2页 Journal of Henan Normal University(Natural Science Edition)
关键词 (O)单峰性 α-单峰性 γ-单峰性 现值模型 (0) unimodality α-unimodality γ-unimodality present-value models
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参考文献3

  • 1Artikis T,Jerwood D.On the unimodality of present-value distribution[J].Eur j Op Res,1999,51:31-32.
  • 2Delbean F,Haezendonck J.Classical risk theory in an economic environment,Ingurance[J].Math and Econ,1999(6):76-78.
  • 3Artikis T,Jerwood D,Voudouri A.Analytical and techniques for discounting binomial random sums[J].Math computer Modelling,2000,16(3):28-32.

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