摘要
综述了近30年来冲击模型研究的主要进展.介绍了一个新模型(δ-冲击模型)及其最新工作.基于簇生标值点过程的结构,给出了冲击模型的一个一般性框架,最后作为特例提出并分析了一个新的保险风险模型.
This paper gives an overview of advances of shock models during the latest 3 decades. We also present an introduction to δ- shock model proposed by us with newly established results. Based on the cluster marked point process, a general framework is investigated. Finally, as a particular case of the framework, we introduce and analyze a new insurance risk model.
出处
《数学进展》
CSCD
北大核心
2007年第4期385-398,共14页
Advances in Mathematics(China)
基金
国家自然科学基金(No.10471057)
关键词
累积模型
极端值模型
Δ-冲击模型
簇生标值点过程
保险风险模型
cumulative shock model
extremal shock model
δ-shock model
cluster marked point process
insurance risk model