Renewal process is an important kind of counting stochastic process,which is widely used in financial risk the-ory,reliability theory,and other research fields.Starting from the proof of limited-value of renewal function being as the mean function of renewal process,this paper further investigates several moment properties of the renewal process,including the properties of arbitrary order moment functions and exponential order moment functions.Building on this foundation,a simple application of the moment properties of the renewal process in risk model theory is presented.
关键词
更新过程/更新函数/矩函数/风险模型
Key words
renewal process/renewal function/moment function/risk model
维普
万方数据