renewal random process

基本解釋

This paper discusses the asymptotical normality of the renewal process generated by strictly stationary LPQD random variables.
本文討論了強(qiáng)平穩(wěn)LPQD隨機(jī)變量列更新過(guò)程的漸近正態(tài)性問(wèn)題。
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Finally, using the theory of random walks, we discuss the probability of ruin when the aggregate claims process and the premium income process are the same renewal process.
最後利用隨機(jī)遊動(dòng)的知識(shí)，討論了儅保單來(lái)到過(guò)程與索賠來(lái)到過(guò)程爲(wèi)同一更新過(guò)程時(shí)的破産概率。