保单个数为几何分布的总索赔额分布函数的实用界值

Some Useful Bounds of Total Claim Distribution in Individual Risk Model with Geometric Distribution Claim Number

本文根据单个保单索赔额分布函数F(x)的一些特殊性质,研究了开放个别风险模型在保单个数N为几何分布下,总索赔额分布函数FS(x)=∑∞n=0(1-p)pnF(n)(x)的界值问题,得到一些实用的、便于数值计算的界值结果,具有重要的应用价值。

Under the Claim Number have geometric distribution, this paper discusses the bounds of total claim amount distribution Fs（x）=∞∑n=0（1-p）p^nF^（n）（x）in individual risk models by some characters of one claim distribution F （ x ）. And some useful bounds of total claim amount distribution are obtained.