Markov相依风险模型的等价定理及概率结构

Equivalence Theorem and Probabilistic Structure for Markov-Dependence Risk Model

严格定义了Markov相依风险模型.证明了该模型的一个等价定理,使得Markov相依风险模型中的诸过程之间的关系更清晰.获得了Markov相依风险模型的概率结构,构造性地证明了该模型的存在定理.

The Markov-dependent risk model was defined rigorously. The equivalence theorem of this model was proved,which makes the relationships of the stochastic processes among Markov-dependent risk model more clear. Probabilistic structure of the Markov-dependent risk model was obtained,and the existence theorem of this model was proved constructively.