{VERSION 5 0 "IBM INTEL NT" "5.0" } {USTYLETAB {CSTYLE "Maple Input" -1 0 "Courier" 0 1 255 0 0 1 0 1 0 0 1 0 0 0 0 1 }{CSTYLE "2D Math" -1 2 "Times" 0 1 0 0 0 0 0 0 2 0 0 0 0 0 0 1 }{CSTYLE "2D Output" 2 20 "" 0 1 0 0 255 1 0 0 0 0 0 0 0 0 0 1 } {PSTYLE "Normal" -1 0 1 {CSTYLE "" -1 -1 "Times" 1 12 0 0 0 1 2 2 2 2 2 2 1 1 1 1 }1 1 0 0 0 0 1 0 1 0 2 2 0 1 }{PSTYLE "Maple Output" 0 11 1 {CSTYLE "" -1 -1 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 }3 3 0 -1 -1 -1 0 0 0 0 0 0 -1 0 }} {SECT 0 {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 8 "restart:" }{TEXT -1 0 "" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }{TEXT -1 60 "Neue Prozedur zum a usrechnen der Panjer-Wahrscheinlichkeiten" }}}{EXCHG {PARA 0 "> " 0 " " {MPLTEXT 1 0 167 "panjer:=proc(n,p0,qu,a,b) pX:=array(0..n): pX[0]:= p0: u:=1/(1-a*q[0]): for j from 1 to n by 1 do pX[j]:=u*sum('(a+b*k/j) *qu[k]*pX[j-k]','k'=1..j) od: RETURN(pX): end: " }}{PARA 0 "" 0 "" {TEXT -1 0 "" }{TEXT -1 17 "Initialisierungen" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 11 "p:=100/101:" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 9 "delta:=1:" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 8 "h:=0.01:" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 7 "n:=200:" }} {PARA 0 "" 0 "" {TEXT -1 0 "" }{TEXT -1 93 "Berechnung der q-Werte mit Hilfe der Vorgegeben Verteilungsfunktion der Exponentialverteilung" } }{PARA 0 "> " 0 "" {MPLTEXT 1 0 16 "q:=array(0..n): " }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 129 "for k from 0 to n by 1 do q[k]:=stats[st atevalf,cdf,exponential[delta]](h*(k+1))-stats[statevalf,cdf,exponenti al[delta]](h*k) od:" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }{TEXT -1 39 "Anw endung der oben definierten Prozedur" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 41 "px:=panjer(n,((1-p)/(1-p*q[0])),q,p,0.0):" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }{TEXT -1 39 "Berechnung der Tailwahrscheinlichkeiten" } }{PARA 0 "> " 0 "" {MPLTEXT 1 0 16 "rx:=array(0..n):" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 15 "rx[0]:=1-px[0]:" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 50 "for k from 1 to n by 1 do rx[k]:=rx[k-1]-px[k] od:" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 50 "for k from 20 to n by 20 do print(k/100,rx[k] ) od;" }}{PARA 11 "" 1 "" {XPPMATH 20 "6$#\"\"\"\"\"&$\"+OKK!))*!#5" } }{PARA 11 "" 1 "" {XPPMATH 20 "6$#\"\"#\"\"&$\"+=1og)*!#5" }}{PARA 11 "" 1 "" {XPPMATH 20 "6$#\"\"$\"\"&$\"+]q2T)*!#5" }}{PARA 11 "" 1 "" {XPPMATH 20 "6$#\"\"%\"\"&$\"+bC^@)*!#5" }}{PARA 11 "" 1 "" {XPPMATH 20 "6$\"\"\"$\"+bn)>!)*!#5" }}{PARA 11 "" 1 "" {XPPMATH 20 "6$#\"\"'\" \"&$\"+w)*\\#y*!#5" }}{PARA 11 "" 1 "" {XPPMATH 20 "6$#\"\"(\"\"&$\"+O <0j(*!#5" }}{PARA 11 "" 1 "" {XPPMATH 20 "6$#\"\")\"\"&$\"+fAkV(*!#5" }}{PARA 11 "" 1 "" {XPPMATH 20 "6$#\"\"*\"\"&$\"+p8FC(*!#5" }}{PARA 11 "" 1 "" {XPPMATH 20 "6$\"\"#$\"+*)*Q\\q*!#5" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 0 "" }{TEXT -1 65 "Alternative M\366glichkeit zur Berech nung der Werte der Tailfunktion" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 20 " wktsum:=array(0..n):" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 17 "wktsum[0]:= px[0]:" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 59 "for k from 1 to n by 1 do wktsum[k]:=wktsum[k-1]+px[k]: od:" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 69 "for k from 20 to n by 20 do print(k*h,1.0-sum('px[j]','j'=0..k)): \+ od;" }}{PARA 11 "" 1 "" {XPPMATH 20 "6$$\"#?!\"#$\"+OKK!))*!#5" }} {PARA 11 "" 1 "" {XPPMATH 20 "6$$\"#S!\"#$\"+<1og)*!#5" }}{PARA 11 "" 1 "" {XPPMATH 20 "6$$\"#g!\"#$\"+[q2T)*!#5" }}{PARA 11 "" 1 "" {XPPMATH 20 "6$$\"#!)!\"#$\"+`C^@)*!#5" }}{PARA 11 "" 1 "" {XPPMATH 20 "6$$\"$+\"!\"#$\"+`n)>!)*!#5" }}{PARA 11 "" 1 "" {XPPMATH 20 "6$$\" $?\"!\"#$\"+r)*\\#y*!#5" }}{PARA 11 "" 1 "" {XPPMATH 20 "6$$\"$S\"!\"# $\"+I<0j(*!#5" }}{PARA 11 "" 1 "" {XPPMATH 20 "6$$\"$g\"!\"#$\"+aAkV(* !#5" }}{PARA 11 "" 1 "" {XPPMATH 20 "6$$\"$!=!\"#$\"+k8FC(*!#5" }} {PARA 11 "" 1 "" {XPPMATH 20 "6$$\"$+#!\"#$\"+&)*Q\\q*!#5" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "> " 0 " " {MPLTEXT 1 0 0 "" }}}}{MARK "7 0 1" 65 }{VIEWOPTS 1 1 0 1 1 1803 1 1 1 1 }{PAGENUMBERS 0 1 2 33 1 1 }