根据工程应用的需要,基于威布尔分布的前提条件,对不同情况下更新函数的确定方法进行专门研究。经严格的数学推导和证明,分别给出了数学期望法、麦克劳伦(M ac laurin)级数展开法和极限定理法。利用研究结果,可以简化实际问题的数学建模...根据工程应用的需要,基于威布尔分布的前提条件,对不同情况下更新函数的确定方法进行专门研究。经严格的数学推导和证明,分别给出了数学期望法、麦克劳伦(M ac laurin)级数展开法和极限定理法。利用研究结果,可以简化实际问题的数学建模,并确保模型求解的准确性和可靠性。展开更多
In this work,we propose an alternative to the Pollaczek-Khinchine formula for the ultimate time survival(or ruin)probability calculation in exchange for a few assumptions on the random variables that generate the rene...In this work,we propose an alternative to the Pollaczek-Khinchine formula for the ultimate time survival(or ruin)probability calculation in exchange for a few assumptions on the random variables that generate the renewal risk model.More precisely,we demonstrate the expressibility of the distribution function n P(sup n≥1^(n)∑_(i=1)(X_(i)-cθ_(i))<u),u∈N_(0)using the roots of the probability-generating function,expectation E(X-cθ)X-cθ,and probability mass function of.We assume that the random X_(1),X_(2),...cθ_(1),cθ_(2),...variables of the mutually independent sequences and are cθc>0 X cθindependent copies of X and respectively,wherein,and are independent,θnonnegative,and integer.We also assume that the support of is finite.To illustrate the applicability of the proven theoretical statements we present a few numerical outputs when the mentioned random variables adopt some particular distributions.展开更多
文摘In this work,we propose an alternative to the Pollaczek-Khinchine formula for the ultimate time survival(or ruin)probability calculation in exchange for a few assumptions on the random variables that generate the renewal risk model.More precisely,we demonstrate the expressibility of the distribution function n P(sup n≥1^(n)∑_(i=1)(X_(i)-cθ_(i))<u),u∈N_(0)using the roots of the probability-generating function,expectation E(X-cθ)X-cθ,and probability mass function of.We assume that the random X_(1),X_(2),...cθ_(1),cθ_(2),...variables of the mutually independent sequences and are cθc>0 X cθindependent copies of X and respectively,wherein,and are independent,θnonnegative,and integer.We also assume that the support of is finite.To illustrate the applicability of the proven theoretical statements we present a few numerical outputs when the mentioned random variables adopt some particular distributions.