| 复合风险组合中有关理赔总额分布的分析 |
| |
| 引用本文： | 鹿艳锦,黎锁平. 复合风险组合中有关理赔总额分布的分析[J]. 甘肃科学学报, 2008, 20(3): 27-30 |
| |
| 作者姓名： | 鹿艳锦 黎锁平 |
| |
| 作者单位： | 兰州理工大学,运筹与控制研究所,甘肃,兰州,730050 |
| |
| 基金项目： | 兰州理工大学校科研和教改项目，兰州理工大学学生科技创新基金 |
| |
| 摘 要： | 针对短期个别风险模型和长期聚合风险模型的理赔总额分布性质及特征作了较深入的分析,研究了混合型随机变量和的概率分布和短期个别风险模型理赔总额的统计特征;在复合分布框架下解析了聚合风险模型理赔总额和个别理赔额之间的分布关系,给出了个别理赔额分布的实用计算方法及理赔总额近似分布,所给方法是原有方法的推进.
|
| 关 键 词： | 理赔总额 复合风险模型 复合Poisson分布 复合负二项分布 |
On the Distribution of Aggregate Claims in Compound Risk Model |
| |
| LU Yan-jin,LI Suo-ping. On the Distribution of Aggregate Claims in Compound Risk Model[J]. Journal of Gansu Sciences, 2008, 20(3): 27-30 |
| |
| Authors: | LU Yan-jin LI Suo-ping |
| |
| Affiliation: | Institute of Operations Research and Control Science;Lanzhou University of Science and Technology;Lanzhou 730050;China |
| |
| Abstract: | We have made a further research on the nature and distributions of individual risk models and compound models,the probability distribution of the mixed stochastic variables,and the statistical features of the short-term individual risk models.Also the relationships between the total amount of compound compensation and the amount of individual compensation are investigated under the conditions of compound distributions.At last a more practical calculation method is given for the individual risk model and the... |
| |
| Keywords: | aggregate claim size compound risk model compound Poisson distribution compound binomial ditribution |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
