| 二元混合型索赔分布的复合模型的递推方程 |
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| 引用本文： | 周俊,杨静平,程士宏,程乾生.二元混合型索赔分布的复合模型的递推方程[J].数学进展,2005,34(1):54-72. |
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| 作者姓名： | 周俊 杨静平 程士宏 程乾生 |
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| 作者单位： | 北京大学数学科学学院,北京,100871 |
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| 基金项目： | SupportedbytheNationMNaturalScienceFoundationofChina(No19831020), |
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| 摘 要： | 杨静平，程士宏，吴芹(2002)最近给出了索赔额服从一元混合型分布的复合模型的递推公式．本文则将其结果推广到二元情形．并把我们的结果应用于超额赔款再保险实务中．
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| 关 键 词： | 递推方程 复合分布 （a，b）-族 二元混合型分布 超额赔款再保险 |
Recursive Equations of Compound Distributions for Bivariate Mixed-type Severity Distribution |
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| ZHOU Jun,YANG Jing-ping,CHENG Shi-hong,CHENG Qian-Sheng.Recursive Equations of Compound Distributions for Bivariate Mixed-type Severity Distribution[J].Advances in Mathematics,2005,34(1):54-72. |
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| Authors: | ZHOU Jun YANG Jing-ping CHENG Shi-hong CHENG Qian-Sheng |
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| Abstract: | A recent result by Yang Cheng, Wu(2002) provided a recursive algorithm for compound distribution of aggregate claims with mixed-type severity distribution. In this paper, we extend their result to the case of bivariate compound risk model. As an application, we will consider its application in the excess-of-loss reinsurance treaty. |
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| Keywords: | recursive equation compound distributions (a b)-family bivariate mixed-type distribution excess-of-loss reinsurance |
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