| 基于二项分布的短期聚合风险模型 |
| |
| 引用本文： | 李,睿.基于二项分布的短期聚合风险模型[J].经济数学,2012(3):70-73. |
| |
| 作者姓名： | 李 睿 |
| |
| 作者单位： | 南京财经大学应用数学学院 |
| |
| 摘 要： | 重点讨论了索赔次数服从于二项分布的情况下单个险种和多个险种的聚合风险模型,得出了在此情况下求其分布函数的若干方法,并给出聚合理赔量的两种近似模型,正态近似和平移伽马近似.最后给出了一个数值例子,验证了本文的分布函数的若干求法.
|
| 关 键 词： | 二项分布 联合分布 聚合风险 理赔额分布 近似模型 |
Short-term Collective Risk Model Based on Binominal Distribution |
| |
| LI Rui.Short-term Collective Risk Model Based on Binominal Distribution[J].Mathematics in Economics,2012(3):70-73. |
| |
| Authors: | LI Rui |
| |
| Institution: | LI Rui(School of Applied Mathematics,Nanjing University of Finances and Economics,Nanjing,Jiangsu 210046,China) |
| |
| Abstract: | The Binominal distribution in the collective risk model was discussed.And the aggregate claim’s mean,variance,moment generating function and Binominal Distribution’s character,were obtained.Moreover,two collective claim’s approximate models were also obtained.One is normal approximation;the other is gamma translation approximation. |
| |
| Keywords: | binominal distribution compound distribution collective risk claim amount distribution approximate models |
| 本文献已被 CNKI 等数据库收录！ |
| 点击此处可从《经济数学》浏览原始摘要信息 |
| 点击此处可从《经济数学》下载免费的PDF全文 |
|
