独立增量过程

完善了结构抗力的随机过程概率模型，对独立增量过程概率模型作了更深入的阐述，并论述了抗力概率模型应满足的基本条件。

This paper advances the probabilistic models for the structural resistance , and expoundes the probabilistic models of independent increment process and the basic conditions the models should accord with .

特别地，当独立增量过程为Wiener过程，损失分布为Pareto分布的情形下，给出了总索赔额精算现值各阶矩的具体表达式。

If the interest randomness is Wiener process and the loss of distribution is pareto distribution , then the expression of moments of the claim size is more concrete and practical .

利用大偏差估计得到平稳独立增量过程的泛函Erd¨os-R啨nyi大数定律。

The functional Erds-R é nyi 's law of large numbers for processes with stationary independent increments is obtained by using the estimate of large deviation .

独立增量过程增量的渐近结果

An Asymptotic Result for the Increments of Processes with Independent Increments

两指标规则马氏过程和独立增量过程

The two-parameter regular Markov processes and processes with independent increments

独立增量过程的一个强逼近定理

A Strang Approximation Theorem for Independent Increments Processes

两参数齐次独立增量过程在原点的局部性质

Some Properties of Two parameter Stochastic Processes with Stationary Independent Increments in an Origin

特别，讨论了独立增量过程和状态空间为可数的情形。

Specifically , processes with independent increments and processes with countable state space are discussed .

两指标独立增量过程

The Two-parameter Processes with Independent Increments

当随机利率为一般的独立增量过程时，得到了总索赔额折现值的各阶矩。

Eventually we obtain the average amount of claims of the two types of insurance over time .

介绍了计算混凝土斜拉桥主梁施工期抗力自相关函数的两种方法：离散采样法和假定抗力服从独立增量过程的连续函数法。

The two methods for calculating the standard autocorrelation function of main beam resistance in concrete cable-stayed bridge are introduced : the method of discrete data and the method of continuous ( function ) with the resistance in independent increment random process .

鉴于某些独立增量随机过程的很多良好性质和结构，很有必要将其推广到更一般情形而讨论其相关的分形性质。

With many favorable properties and structures emerging in some independent increment stochastic processes , it is necessary to generalize them and discuss their related fractal properties .

经典的破产理论假设保险公司的盈余过程是独立平稳的增量过程。

Classical ruin theory assumes that the surplus in an insurance company has stationary and independent increments .

周知，经典风险模型是一个时齐的具有平稳独立增量的随机过程，对经典风险模型的研究已基本完善，各种保险精算量都得到了完整精确的分析表达式。

It is well known that the classical risk model is an important stochastic process with properties of temporal homogeneity and independent increment . The study on this model is nearly perfect and exact calculated results for all actuarial diagnostics are derived in analytical form .