逐段决定马尔可夫过程及其在风险中的应用

Piecewise Deterministic Markov Processes and Their Application to Risk Theory

着重介绍了PDMP主要理论的研究进展.包括PDMP模型的一般化,PDMP生成元理论的推广,跳机制的状态空间跳测度刻画,微分公式的推广以及新结果在一类风险模型破产理论中的应用等.

We devote to the advance of PDMP theory,including the general settings of PDMP,the generalization of PDMP generator theory, the characteristics of jump machanism in state space, the PDMP's differential formula and the applications to ruin theory for a class of insurance risk models.