| 双参数复合泊松分布及其Esscher近似 |
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| 引用本文： | 钱伟民,刘燕.双参数复合泊松分布及其Esscher近似[J].同济大学学报(自然科学版),2005,33(10):1394-1396. |
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| 作者姓名： | 钱伟民 刘燕 |
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| 作者单位： | 同济大学,应用数学系,上海,200092 |
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| 基金项目： | 国家自然科学基金资助项目（10171079）. |
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| 摘 要： | 根据保险索赔量的实际情况，将复合泊松分布推广到双参数复合泊松分布，并讨论了双参数复合泊松分布的性质，给出了其Esscher近似公式，双参数复合泊松分布可用于保险中总索赔量的分布。
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| 关 键 词： | 双参数复合泊松分布 Esscher近似 总索赔量分布 |
| 文章编号： | 0253-374X（2005）10-1394-03 |
| 收稿时间： | 05 31 2004 12:00AM |
| 修稿时间： | 2004-05-31 |
Double Parameters Compound Poisson Distribution and Its Esscher Approximation |
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| QIAN Wei-min,LIU Yan.Double Parameters Compound Poisson Distribution and Its Esscher Approximation[J].Journal of Tongji University(Natural Science),2005,33(10):1394-1396. |
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| Authors: | QIAN Wei-min LIU Yan |
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| Institution: | Department of Applied Mathematics, Tongji University, Shanghai 200092, China |
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| Abstract: | According to the practice for aggregate claims of insurance, the double parameters compound Poisson distribution has been introduced in this paper. The properties of the double parameters compound Poisson distribution has been discussed. In insurance the double parameters compound Poisson distribution can be used as the distribution of aggregate claims. The Esscher approximation of the double parameter Poisson distribution is also given. |
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| Keywords: | double parameters compound Poisson distribution Esscher approximation distribution of aggregate claims |
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