| 复合泊松过程及其在保险风险中的若干应用 |
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| 引用本文： | 殷小琴.复合泊松过程及其在保险风险中的若干应用[J].数学理论与应用,2009(4):122-124. |
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| 作者姓名： | 殷小琴 |
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| 作者单位： | 中南大学数学科学与计算技术学院,长沙410075 |
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| 摘 要： | 本文利用齐次泊松过程的可加性，研究了复合泊松过程的可加性及其性质。作为应用，讨论了单个理赔额服从指数分布的复合泊松风险模型在第n次索赔时发生负盈余的概率。
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| 关 键 词： | 齐次泊松过程 可加性 复合泊松过程 泊松盈余过程 伽玛分布 |
The Compound Poisson Process and Several Applications of Insurace Risk Model |
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| Yin Xiaoqin.The Compound Poisson Process and Several Applications of Insurace Risk Model[J].Mathematical Theory and Applications,2009(4):122-124. |
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| Authors: | Yin Xiaoqin |
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| Institution: | Yin Xiaoqin (School of Mathematical Science and Computing Technology, Central South University, Changsha, 410075) |
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| Abstract: | The article studies additive property and other properties of compound Poisson processes by making use of additive property of a homogeneous.At the same time,as an application, we discussed that the probability of plus surplus when the number n times claim happened in the compund Poisson risk model in which individual claims subject to exponential distribution. |
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| Keywords: | Homogeneous Poisson processes Additive properties Compound Poisson processes Surplus process Gamma distribution |
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