| 聚合风险模型中的随机和服从复合负二项分布时的方差稳定变换和对称变换 |
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| 引用本文： | 谢佯, 袁德美,. 聚合风险模型中的随机和服从复合负二项分布时的方差稳定变换和对称变换[J]. 重庆工商大学学报(自然科学版), 2011, 28(3): 229-232 |
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| 作者姓名： | 谢佯 袁德美 |
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| 作者单位： | 重庆工商大学,数学与统计学院,重庆,400067 |
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| 基金项目： | 重庆市科委自然科学基金，重庆市教委自然科学基金 |
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| 摘 要： | 利用Delta定理研究聚合风险模型中的随机和服从复合负二项分布时的方差稳定变换和对称变换,通过研究发现方差稳定变换和对称变换都涉及独立同分布随机变量.
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| 关 键 词： | 聚合风险模型 复合负二项分布 方差稳定变换 对称变换 Delta定理 |
Variance Stabilizing and Symmetrizing Transformations for Random Sum in Collective Risk Model Being Compound Negative Binomial Distributed |
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| XIE Yang; YUAN De-mei. Variance Stabilizing and Symmetrizing Transformations for Random Sum in Collective Risk Model Being Compound Negative Binomial Distributed[J]. Journal of Chongqing Technology and Business University:Natural Science Edition, 2011, 28(3): 229-232 |
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| Authors: | XIE Yang YUAN De-mei |
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| Affiliation: | (School of Mathematics and Statistics,Chongqing Technology and Business University,Chongqing 400067,China) |
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| Abstract: | By using Delta theorem,variance stabilizing transformation and symmetrizing transformation are studied for random sum in collective risk model being compound negative binomial distributed.These two transformations are both related to a sequence of independent,identically distributed random variables. |
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| Keywords: | collective risk model compound negative binomial distribution variance stabilizing transformation symmetrizing transformation Delta theorem |
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