RENEWAL

作品数:252被引量:279H指数:9
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相关领域:天文地球更多>>
相关作者:贾积身乔保民张元林张楠李勇更多>>
相关机构:清华大学东南大学西安外国语大学昆明理工大学更多>>
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相关基金:国家自然科学基金国家重点基础研究发展计划北京市自然科学基金国家高技术研究发展计划更多>>
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The Approximation of the Exponential Weibull Renewal Function被引量:2
《Chinese Quarterly Journal of Mathematics》2018年第4期341-357,共17页CHENG Cong-hua 
supported by the National Natural Science Foundation of China(71801186);the National Natural Science Foundation of Guangdong(2018A030313829);the Science and Technology Innovation Guidance Project of Zhaoqing,Guangdong Province(201804031503);the higher education colleges and universities innovation strong school project of Guangdong(2016KTSCX153);the teaching reform project of Zhaoqing University(zlgc201745)
The analytical renewal function(RF) is not tractable of the exponential Weibull(EW) distribution. In the proposed model, the n-fold convolution of the EW cumulative distribution function(CDF) is approximated by a n-fo...
关键词:RENEWAL function EW DISTRIBUTION Gamma DISTRIBUTION Normal DISTRIBUTION Series TRUNCATION APPROXIMATION 
Large Deviations for a Generalized Compound Renewal Risk Model
《Chinese Quarterly Journal of Mathematics》2010年第3期399-406,共8页GA O Shan 
Supported by Anhui Provincial Colleges and Universities Teaching and Research Projects(2008jyxm556)
This paper extends the ordinary renewal risk model to the case where the premium income process,based on a renewal counting process,is no longer a linear function;and the total claim amount process is described by a c...
关键词:heavy-tailed distribution renewal counting process large deviation 
Large Deviations for Random Sums on Some Kind of Heavy-tailed Classes in Risk Models被引量:3
《Chinese Quarterly Journal of Mathematics》2006年第1期71-79,共9页KONG Fan-chao WANG Jin-liang 
Supported by the Natural Science Foundation of the Education Department of Anhui Province(0505101)
This paper is a further investigation into the large deviations for random sums of heavy-tailed,we extended and improved some results in ref. [1] and [2]. These results can applied to some questions in Insurance and F...
关键词:renewal risk model heavy-tailed distribution large deviation renewal counting process 
A Geometric Process Repair Model for the Repairable System Consisting of One Component被引量:1
《Chinese Quarterly Journal of Mathematics》2001年第4期76-82,共7页贾积身 乔保民 张元林 
SupportedbytheNaturalScienceFoundationofHenanProvince( 0 1110 42 2 0 0 )
This paper considers the optimal replacement problem of a repairable system consisting of one component and a single repairman, assume that the system after repair is not 'as good as new', by using the geometric proce...
关键词:expected benefit geometric process renewal reward theorem CONVOLUTION 
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