NCD系统的数学建模与稳态分析

The Modeling and Equilibrium Analysis for NCD System

  • 摘要: 本文以有限齐次马尔科夫链对NCD(无索赔折扣)系统建模,严谨地证明了,任一NCD系统皆存在唯一的平稳分布.此外,给出了求解这一平稳分布的一般算法,并揭示了此平稳分布的结构.特别地,对两类给定的折扣类转移法则,还给出了平稳分布的显式.

     

    Abstract: The NCD system is modeled in terms of Markov chain. It is rigorously proved that there is unique stationary distribution for any NCD system. Besides, the general algorithm for determining this distribution is given and the structure of the stationary distribution is also shown. Particularly, for two kinds of transition rule of discounted classes, the explicit formulae of the stationary distribution are obtained.

     

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