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The Results Of Compound Pascal Model With Paying Dividends And Citation Networks Model

Posted on:2010-10-28Degree:MasterType:Thesis
Country:ChinaCandidate:Y WangFull Text:PDF
GTID:2120330338976523Subject:Probability theory and mathematical statistics
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With the development of financial market and the change of the business environment of insurance company, the classical risk model can't describe the real risk profile to a large extent. Obviously, dividend strategies can more realistically reflect the surplus cash flows in an insurance portfolio and the theories about them are very valuable in the devising and managing of products with dividends. But, most of our colleagues only have been concerned to the dividend problems in some continuous time models until now, while the discrete time risk models with dividends are also worthy of our discussion owing to not only their independent interest but also their use as an approximation to the continuous time models with dividends. Therefore, in this paper, we study the compound Pascal model with paying dividends under stochastic environment.In this paper, we firstly study the ruin probability, the joint distributions and the upper bounds of the ruin probability in the compound Pascal model with paying dividends under random interest; then we consider the compound Pascal model with dividends and variable premium under interest force, we study the ruin probability and the joint distributions of this model.In the study of complex networks, the citation patterns of scientific publications form a rather complex network.. This paper studies the random evolving networks of citation relation: firstly, we proposed a citation networks random evolving model with aging, further, we discusse the scale-free, high clustering property and degree correlations of this model.
Keywords/Search Tags:compound Pascal model, premium rate, ruin probability, joint distribution, Markov property, scale-free network, clustering coefficient, degree correlation
PDF Full Text Request
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