个体风险模型总理赔额的数字特征、分布及其近似

Digital Features, Distribution Function and Approximation of Total Claim Amount about Individual Risk Model

研究了个体风险模型总理赔额的数字特征,利用矩母函数及母函数求其精确分布,给出了总理赔额的多种近似方法,并举例比较分析近似方法的优劣,给出了模拟程序.

The digital features of the total claim amount about individual risk model were discussed and the exact distribution was got by using moment generating function and generating function,then a variety of approximation methods and the simulation program of total claim amount were gave in this paper.