The thesis uses the approach of martingale and insurance actuarial techniques to analyze the problem of the single premium , so as to give 基于此思路,本文利用期权鞅式定价方法与保险精算对分红保险纯保费定价进行分析,目的在于分红保险纯保费给
Finally , we prove the existence of the equivalent probability martingale measure in the model mentioned above , and consequently , the market is a fair one 最后,解决了几何levy市场模型下等价鞅测度的存在性问题,从而得出市场公平性假设的正确性
Using the notion of martingale , the paper obtains the ultimate ruin probability and the distributions of the first and the last arrival time of a given level 利用鞅的概念，得到了该模型下的最终破产概率、盈余首次和末次达到给定水平时刻的分布。
Reformer business yang , historian minister change , poetic qu yuan , zou rong of the pawn in su shi , wen tianxiang , revolution army , it is delegate character 改革家商鞅、史学家司马迁，诗人屈原，苏轼、文天祥、革命军中马前卒邹容等，都是代表人物。
Abstract : by using the convergence theorem of martingale difference sequence , a class of strong limit theorem for the functional countable homgenous markov chain is obtained 文摘:利用鞅差序列的收敛定理，给出了一类关于可列齐次马尔科夫链泛函的强极限定理。
Then the paper generalizes the theory of continuous - martingale analysis and introduces the application of the theory to the fundamental theorems of asset pricing 随后本文又对连续鞅分析理论作了较全面的概括和总结，并对其在资产定价基本定理中的应用作了介绍。
This paper intends to explore the influence shang yang ' s reform has exerted upon the development of the qin dynasty and its etiquette with references to the literature and archaeological materials 本文试从文献和考古发掘资料来论证商鞅变法对秦国乃至秦朝礼制发展的影响。
Existence of optimal policies is established using martingale and duality techniques under general assumptions on the securities " price processes and the investor ' s preferences 本文利用鞅论和对偶方法，在证券价格和投资者偏好极其一般的条件证明了最优控制策略的存在性。
Shang yang ' s reform , an important event in the history of qin state is highly regarded by the historians all through the ages because of its great significance to the development of qin 摘要商鞅变法是秦国历史上重要的事件，对于秦国的发展具有重大的意义，为历来史家所重视。
