| 基于GPSJ1过程下的未决赔款准备金 |
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| 引用本文： | 龚倩莹,刘燕.基于GPSJ1过程下的未决赔款准备金[J].郑州大学学报(自然科学版),2014(4):1-8. |
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| 作者姓名： | 龚倩莹 刘燕 |
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| 作者单位： | 郑州大学数学与统计学院,河南郑州450001 |
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| 基金项目： | 国家自然科学基金资助项目,编号10901143 |
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| 摘 要： | 在非寿险精算领域中,未决赔款准备金的计算需要两个变量：损失额度（或者理赔额度）和理赔次数,其中理赔次数分布的研究具有更大的难度.GPSJ分布类使用面广,包含的分布种类较多,相关的理论也比较完备.通过假设理赔次数服从GPSJ分布类,运用排队论分析方法得到未来某时间段内已完成的未决赔案次数,从而进一步得到未来某时间段内需要计提准备金的分布函数.
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| 关 键 词： | GPSJ1过程 排队论 未决赔款准备金 |
The Outstanding Claims Reserve Based on the GPSJ1 Process |
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| GONG Qian-ying,LIU Yan.The Outstanding Claims Reserve Based on the GPSJ1 Process[J].Journal of Zhengzhou University (Natural Science),2014(4):1-8. |
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| Authors: | GONG Qian-ying LIU Yan |
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| Institution: | (School of Mathematics and Statistics, Zhengzhou University, Zhengzhou 450001, China) |
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| Abstract: | In non-life insurance actuarial field,two variables： loss（ or claims） and the number of claims were needed for the calculation of outstanding claims reserve. GPSJ distribution class which was used widely,contained a lot of distributions,and had complete related theory. By assuming the claim number submitted to GPSJ distribution class and applying the queuing theory,pending claim number during certain future period was completed. Further,the distribution function of outstanding claims reserve needed during the certain future period was obtained. |
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| Keywords: | GPSJ1 process queuing theory outstanding claims reserve |
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