基于二项分布的短期聚合风险模型

李 睿

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

摘要点击次数: 1318

全文下载次数: 160

作者	单位
李睿	(南京财经大学应用数学学院,江苏南京 210046)

中文摘要: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.

中文关键词: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

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

查看全文 查看/发表评论 下载pdf阅读器