| 指数类混合型索赔次数的分布及其应用 |
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| 引用本文： | 毛泽春,刘锦萼.指数类混合型索赔次数的分布及其应用[J].应用概率统计,2008,24(1):1-11. |
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| 作者姓名： | 毛泽春 刘锦萼 |
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| 作者单位： | 1. 湖北人学商学院金融系,武汉,430062;山东经济学院概率统计与保险精算研究所,济南,250014
2. 山东经济学院概率统计与保险精算研究所,济南,250014 |
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| 基金项目： | 国家自然科学基金
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出东省自然科学基金
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湖北省教育厅科研项目 |
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| 摘 要： | 基于保险索赔的实际应用背景, 本文引出了一类指数类混合型索赔次数的分布并研究了其散度(dispersion)性质, 这类分布由复合Poisson-Geometric分布与指数类分布混合而得到. 本文给出了拟合这类分布的矩估计方法及我国汽车保险索赔数据的应用实例, 并给出了相应的检验结果.
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| 关 键 词： | 索赔次数 复合Poisson-Geometric分布 混合PG分布. |
| 收稿时间： | 2002-12-20 |
| 修稿时间： | 2006-09-30 |
Mixed Exponential Dispersion Distributions and Their Applications in Insurance Claims |
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| MAO ZECHUN,LIU JINE.Mixed Exponential Dispersion Distributions and Their Applications in Insurance Claims[J].Chinese Journal of Applied Probability and Statisties,2008,24(1):1-11. |
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| Authors: | MAO ZECHUN LIU JINE |
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| Institution: | Department of Finance, School of Business, Hubei University; Institute of Statistics and Actuary, Shandong Economics University |
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| Abstract: | The mixed exponential dispersion distributions has been studied based on the background in insurance claims. The distribution can be generated by mixing ED$^{*}$ and compound Poisson-Geometric distribution. The steps of fitting the numbers of claims by using moment estimation and the method about hypothesistest have been given in the paper. As an example, the data in automobile insurance in China has been investigated. |
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| Keywords: | Numbers of claims compound Poisson-Geometric distribution mixed PG distribution |
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