Criterion of Semi-Markov Dependent Risk Model  

作　　者：Xiao Yun MO Xiang Qun YANG 

机构地区：[1]Department of Basic Subjects,Hu’nan University of Finance and Economics [2]College of Mathematics and Computer Science,Hu’nan Normal University

出　　处：《Acta Mathematica Sinica,English Series》2014年第7期1273-1280,共8页数学学报（英文版）

基　　金：Supported by National Natural Science Foundation of China(Grant Nos.11171101 and 11271121);Key Laboratory of High Performance Computing and Stochastic Information Processing(HPCSIP)(Education Ministry of China,Hu’nan Normal University),Science and Technology Program of Hu’nan Province(Grant No.2014FJ3058);Scientific Research Fund of Hu’nan Provincial Education Department(Grant No.12C0562);Leading Academic Discipline Project of Hu’nan University of Finance and Economics

摘　　要：A rigorous definition of semi-Markov dependent risk model is given. This model is a generalization of the Markov dependent risk model. A criterion and necessary conditions of semi- Markov dependent risk model are obtained. The results clarify relations between elements among semi-Markov dependent risk model more clear and are applicable for Markov dependent risk model.A rigorous definition of semi-Markov dependent risk model is given. This model is a generalization of the Markov dependent risk model. A criterion and necessary conditions of semi- Markov dependent risk model are obtained. The results clarify relations between elements among semi-Markov dependent risk model more clear and are applicable for Markov dependent risk model.

关 键 词：Semi-Markov dependent risk model Markov dependent risk model CRITERION necessarycondition Markov chain 

分 类 号：O225[理学—运筹学与控制论]