The main aim of this paper is to study the jointdistributions of some actuarial random vectors in the continuous-time compound binomial model.
本文主要研究了连续时间复合二项模型的包含破产时间在内的多维精算量的联合分布。
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In this model, the joint distribution and marginal distributions of default times are derived by employing the change of measure, so the fair swap premium of a CDS can be valued.
For MSCL and MHWH, the setting up of expansion joint and anti-thrust ring will not much affect the stress distributions of SC and surrounding concrete.