By the strong Markov property of the surplus process, we derive the expected discounted penalty function.

利用盈余过程的强马尔可夫性, 得到了期望折现罚金函数.

互联网

The martingale property and the strong Markov property of this kind of surplus process are discussed.

讨论了该盈余过程的马尔科夫性和鞅性.

互联网