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| 研究生： |
許燕妮 YEN-NI HSU |
|---|---|
| 論文名稱： |
複合卜瓦松過程在投資案的資源分配問題 An Application of Compound Poisson Process to Resource Allocation Problem in the Investment Proposal |
| 指導教授： |
洪文良
Wen-Liang Hung 張延彰 Yen-Chang Chang |
| 口試委員: | |
| 學位類別： |
碩士 Master |
| 系所名稱： |
南大校區系所調整院務中心 - 應用數學系所 應用數學系所(English) |
| 論文出版年： | 2012 |
| 畢業學年度： | 100 |
| 語文別： | 中文 |
| 論文頁數： | 36 |
| 中文關鍵詞： | 風險理論模型 、複合卜瓦松過程 、期望值 、安全負荷係數 、資源分配 |
| 外文關鍵詞： | Risk theory model, Compound Poisson Process, Expected value, Security loading value, Resources distribution |
| 相關次數： | 點閱：3 下載：0 |
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本文主要是引用風險理論模型的概念，利用複合卜瓦松過程來討論投資案的資源分配問題。我們考慮同時進行兩筆投資案和三筆投資案的模型及應用，並討論出投資案的最佳方法，得知最大期望獲益及其風險，最後用數值範例說明並驗證。
In this paper, We introduce to the concept of model of risk theory, and we use the Compound Poisson Process to discuss the investment resource allocation problem.
We consider the model to the two proposal of investments , and three proposal of investments the best way come out by discussion for the investment proposal,showing the maximum expected benefit from their risk, and finally numerical examples to illustrate and justify.
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Process that is perturbed by diffusion”,Insurance: Mathematics and Economics,
10(1),pp.51-59.
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Cambridge Univ Pr
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[6] Ross S.M.(1996),“Stochastic processes second edition”,John Wiley & Sons Inc
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