| 负二项分布的优良特性及其在风险管理中的应用 |
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| 引用本文： | 王丙参,何万生,戴宁.负二项分布的优良特性及其在风险管理中的应用[J].延安大学学报(自然科学版),2011,30(4):14-18. |
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| 作者姓名： | 王丙参 何万生 戴宁 |
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| 作者单位： | 1. 天水师范学院数学与统计学院,甘肃天水,741001
2. 郑州大学数学系,河南郑州,450002 |
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| 基金项目： | 甘肃省自然科学研究基金，天水师范学院科研基金 |
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| 摘 要： | 研究了负二项分布的两个基本模型及推广,得到第一类负二项分布条件概率具有封闭性且给出参数的一个非经典置信区间估计,特别研究了第二类负二项分布与泊松分布的关系。
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| 关 键 词： | 负二项分布 索赔次数 估计值 矩母函数 |
Properties of Negative Binomial Distribution and Its Applications in the RiskManagement |
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| WANG Bing-can,HE Wan-sheng,DAI NING.Properties of Negative Binomial Distribution and Its Applications in the RiskManagement[J].Journal of Yan'an University(Natural Science Edition),2011,30(4):14-18. |
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| Authors: | WANG Bing-can HE Wan-sheng DAI NING |
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| Institution: | WANG Bing-can1,HE Wan-sheng1,DAI NING2 (1.School of Mathematics and Statistics,Tianshui Normal University,Tianshui 741001,2.Department of Mathematics,Zhengzhou University,Zhengzhou,450002,China) |
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| Abstract: | This article discusses the properties and promotion of the two basic negative binomial distributions,gives closed of conditional probabilities and a non-classical confidence interval estimate under the first negative binomial distribution,discusses the relationship between the second negative binomial distribution to poisson distribution. |
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| Keywords: | negative binomial distribution number of claims estimate moment generating function |
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