| 总理赔额分布函数的界值及数值计算 |
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| 引用本文： | 魏瑛源,唐应辉,顾建雄.总理赔额分布函数的界值及数值计算[J].经济数学,2012(3):42-46. |
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| 作者姓名： | 魏瑛源 唐应辉 顾建雄 |
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| 作者单位： | 河西学院数学与统计学院;四川师范大学数学与软件科学学院;河西学院物理与机电工程学院 |
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| 基金项目： | 国家自然科学基金(71171138);河西学院科研创新与应用校长基金资助项目 |
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| 摘 要： | 根据单个保单理赔额分布函数F(x)的一些特殊性质,研究了开放个别风险模型在保单个数N为负二项分布下,总理赔额分布函数FS(x)对任意x的界值问题,得到一些实用的、便于数值计算的界值结果.
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| 关 键 词： | 风险模型 负二项分布 理赔额分布函数 界值 |
Bounds and Numerical Calculation of Total Claim Distribution |
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| WEI Ying-yuan,TANG Ying-hui,GU Jian-xiong.Bounds and Numerical Calculation of Total Claim Distribution[J].Mathematics in Economics,2012(3):42-46. |
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| Authors: | WEI Ying-yuan TANG Ying-hui GU Jian-xiong |
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| Institution: | 1.School of Mathematics & Statistics,Hexi Univisity,Zhangye,Gansu 734000,China; 2.School of Mathematics & Software Science,Sichuan Normal Univisity,Chengdu,Sichuan 610066,China; 3.School of Physics and Mechanical & Electrical Engineering,Hexi Univisity,Zhangye,Gansu 734000,China) |
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| Abstract: | Assuming that the claim number N has negative binomial distribution,this paper discussed the bounds of total claim amount distribution FS(x) for any x in individual risk models by some characters of one claim distribution F(x),and some useful bounds of total claim amount distribution were obtained. |
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| Keywords: | risk model negative binomial distribution claim amount distribution bound |
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