| 到达时间条件分布在风险理论中的一个应用 |
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| 引用本文： | 周丽.到达时间条件分布在风险理论中的一个应用[J].韶关学院学报,2009,30(12):17-18. |
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| 作者姓名： | 周丽 |
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| 作者单位： | 韶关学院,数学与信息科学学院,广东,韶关,512005 |
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| 摘 要： | 考虑保险公司经营的两类险种的保险业务：Ⅰ型和Ⅱ型．这两类险种的理赔次数过程N1（t）和N1（t）是相互独立的计数过程，且其理赔额序列Xi和Yi均服从截尾指数分布，则利用到达时间分布可得到该保险公司随时间变化两类险种的平均理赔额．
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| 关 键 词： | 理赔次数过程 理赔额序列 截尾指数分布 平均理赔额 |
The conditional distribution of the arrival time in application of risk theroy |
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| ZHOU Li.The conditional distribution of the arrival time in application of risk theroy[J].Journal of Shaoguan University(Social Science Edition),2009,30(12):17-18. |
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| Authors: | ZHOU Li |
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| Institution: | ZHOU Li (College of Mathematics and Information Sciences, Shaoguan University, Shaoguan 512005, Guangdong, China) |
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| Abstract: | We consider two types of insurance business in insurance company： type and type . The two claim number processes and are independent counting processes, and the two claims and are subject to the truncated exponential distribution. Eventually we obtain the average amount of claims of the two types of insurance over time. |
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| Keywords: | the claim amount of claims number of process claim sequence truncated exponential distribution the average |
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