| 基于不确定理论的短期风险模型 |
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| 引用本文： | 岳宗超,张兴芳. 基于不确定理论的短期风险模型[J]. 聊城大学学报(自然科学版), 2011, 24(1): 32-38,52 |
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| 作者姓名： | 岳宗超 张兴芳 |
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| 作者单位： | 聊城大学,数学科学学院,山东,聊城,252059 |
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| 基金项目： | 国家自然科学基金资助项目 |
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| 摘 要： | 在保险实务中,给定时间内的理赔总量是一个非常重要的数据,而针对该数据的模型更是保险风险分析中的基础模型.本文通过对给定时间内发生索赔的保单的研究分析,以不确定理论为工具,给出了两个带有限制条件的基于不确定理论的短期风险模型的分布,及其期望的一个性质.
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| 关 键 词： | 不确定理论 短期风险模型 不确定分布 不确定期望 |
Short Term Risk Model Based on Uncertainty Theory |
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| YUE Zong-chao,ZHANG Xing-fang. Short Term Risk Model Based on Uncertainty Theory[J]. JOURNAL OF LIAOCHENG UNIVERSITY (NATURAL SCIENCE, 2011, 24(1): 32-38,52 |
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| Authors: | YUE Zong-chao ZHANG Xing-fang |
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| Affiliation: | YUE Zong-chao ZHANG Xing-fang(School of Mathematical Sciences,Liaocheng University,Liaocheng 252059,China) |
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| Abstract: | In insurance actual practice,the sum of premium is a pivotal data.And the mathematic models for this sum are the foundational models in insurance risk analysis.In this paper,the Short Term Risk Model is built depend on Uncertainty Theory via a study on the amount of the policy of insurance which are be paid by the insurer.Finally,two conditional uncertainty distribution of the sum of premium are given. |
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| Keywords: | uncertainty theory short term risk model uncertainty distribution uncertainty expected value |
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