个体风险模型的复合泊松近似

Compound Poisson Approximations for Individual Risk Models

具体讨论了一类特殊非同质个体风险模型的复合泊松逼近,证明了在一定条件下个体风险模型为复合二项分布模型.引入了3个准则,在这3个准则下,分别讨论泊松参数的选取,并给出参数的计算公式.作为应用,给出指数和Pareto分布的计算结果.

A special individual risk models′ approximation by compound Poisson approximation is discussed. It is proved that the individual risk model is a compound binomial model. Three principles are presented, the optimal choice of Poisson parameters under the three principles is discussed, and the calculation formulas for the optimal parameters are given. As an application, the calculating results of exponential and Pareto distributions are given.