摘要
系统探讨了更新过程的随机模拟,给出MATLAB程序代码供读者参考,利用L变化得到了更新方程的解并初步研究了单种群更新模型,最后利用随机模拟方法给出复杂更新风险模型的破产概率.
This article systematically discusses random simulation of renewal process,gives the MATLAB program code for readers’ reference,obtains the solutions of renewal equation by using of L transform,and then preliminary studies the single population renewal model. Finally,we use the random simulation method to give the ruin probability of the complex renewal risk model.
作者
王丙参
魏艳华
张艺馨
WANG Bingcan;WEI Yanhua;ZHANG Yixin(School of Mathematics and Statistics,Tianshui Normal University,Tianshui Gansu 741001)
出处
《宁夏师范学院学报》
2018年第7期5-12,共8页
Journal of Ningxia Normal University
基金
国家自然科学基金(11561060)
甘肃省自然科学基金资助(17JR5RE009)
关键词
更新过程
随机模拟
更新方程
L变换
Renewal process
Random simulation
Renewal equation
L-S transform
