| 个体风险模型的Poisson复合模型近似 |
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| 引用本文： | 周俊,成世学,程乾生. 个体风险模型的Poisson复合模型近似[J]. 运筹学学报, 2003, 7(2): 91-96 |
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| 作者姓名： | 周俊 成世学 程乾生 |
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| 作者单位： | 1. 北京大学数学科学学院,北京,100871
2. 中国人民大学信息学院,北京,100872 |
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| 基金项目： | 国家自然科学基金(19971095) |
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| 摘 要： | 本文在近乎最一般的假定下，简述了个体风险模型的Poisson复合模型近似．特别地，借助风险间停止损失保费的总差异给出了这一近似的精度．
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| 关 键 词： | 个体风险模型 Poisson复合模型近似 保险 随机变量 分布函数 停止损失保费 离散化 停止损失序 |
| 修稿时间： | 2002-11-08 |
The Poisson Compound Approximation to Individual Risk Model |
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| JUN ZHOU SHIXUE CHENG QIANSHENG CHENG School of Mathematical Sciences,Peking University,Beijing,.School of Information,Renmin University of China,Beijing. The Poisson Compound Approximation to Individual Risk Model[J]. OR Transactions, 2003, 7(2): 91-96 |
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| Authors: | JUN ZHOU SHIXUE CHENG QIANSHENG CHENG School of Mathematical Sciences Peking University Beijing .School of Information Renmin University of China Beijing |
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| Affiliation: | JUN ZHOU SHIXUE CHENG QIANSHENG CHENG School of Mathematical Sciences,Peking University,Beijing,100871.School of Information,Renmin University of China,Beijing,100872 |
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| Abstract: | In nearly most general assumptions, the Poisson compound approximation to individual risk model is briefly described. Besides, in terms of the aggregate difference of stop-loss premiums between two risks, the precision of such approximation is quantitatively characterized. |
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| Keywords: | OR individual risk model Poisson compound risk model stop-loss premium stop-loss order discretization latticization. |
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