Let u ∈ R ,for any ω 〉 0, the processes X^ε = {X^ε（t）; 0 ≤ t≤ 1} are governed by the following random evolution equations dX^ε（t）= b（X^ε（t）,v（t））dt-εdSt/ε, where S={St; 0≤t≤1} is a compound Pois...Let u ∈ R ,for any ω 〉 0, the processes X^ε = {X^ε（t）; 0 ≤ t≤ 1} are governed by the following random evolution equations dX^ε（t）= b（X^ε（t）,v（t））dt-εdSt/ε, where S={St; 0≤t≤1} is a compound Poisson process, the process v={v（t）; 0≤t≤1} is independent of S and takes values in R^m. We derive the large deviation principle for{（X^ε,v（.））; ε〉0} when ε↓0 by approximation method and contraction principle, which will be meaningful for us to find out the path property for the risk process of this type.展开更多
Based on analyzing risk factors of diversion project,synthetic risk rate and engineering insurance period,the frequency and distribution law of loss are researched on the grounds that foundation pit is submerged after...Based on analyzing risk factors of diversion project,synthetic risk rate and engineering insurance period,the frequency and distribution law of loss are researched on the grounds that foundation pit is submerged after diversion project ceases to be effective.And then,the standpoint that these total loss is subject to non-homogeneous compound Poisson processes is put forward.Furthermore,the collective risk model of the total loss about engineering insurance is established on the basis of construction diversion project risk.Ultimately,insurance ratemaking method for construction engineering risk and its mathematical expression are presented,which provides theoretical method for the insurance ratemaking of hydropower engineering to some extent.展开更多
基金Supported by the National Natural Science Foundation of China (70273029)
文摘Let u ∈ R ,for any ω 〉 0, the processes X^ε = {X^ε（t）; 0 ≤ t≤ 1} are governed by the following random evolution equations dX^ε（t）= b（X^ε（t）,v（t））dt-εdSt/ε, where S={St; 0≤t≤1} is a compound Poisson process, the process v={v（t）; 0≤t≤1} is independent of S and takes values in R^m. We derive the large deviation principle for{（X^ε,v（.））; ε〉0} when ε↓0 by approximation method and contraction principle, which will be meaningful for us to find out the path property for the risk process of this type.
基金supported by Anhui Province Youth Foundation(2009SQRZ166)National Natural Science Foundation of China(10971068)+1 种基金National Basic Research Program of China(973 Program)(2007CB814904)Program for New Century Excellent Talents in University(NCET-09-0356)
基金Project of the National Eleventh Five-year Research Program of China (No.2008BAB29B02)National Natural Science Foundation of China(No.51079115)
文摘Based on analyzing risk factors of diversion project,synthetic risk rate and engineering insurance period,the frequency and distribution law of loss are researched on the grounds that foundation pit is submerged after diversion project ceases to be effective.And then,the standpoint that these total loss is subject to non-homogeneous compound Poisson processes is put forward.Furthermore,the collective risk model of the total loss about engineering insurance is established on the basis of construction diversion project risk.Ultimately,insurance ratemaking method for construction engineering risk and its mathematical expression are presented,which provides theoretical method for the insurance ratemaking of hydropower engineering to some extent.
