开放的个别风险模型中总索赔额的一些界值

Bounds of Claim Distribution in Open Individual Risk Models

根据单个保单索赔额X的概率分布函数F(x)的一些寿命分布类的性质,在索赔次数N的分布函数为几何分布或泊松分布的情况下,讨论了个别风险模型中保单组合的总索赔额分布函数F_S(x)的界值问题,并且得到了易于应用的界值.

The distribution of claim times is geometric growth or Poisson distribution.This paper studies some bounds of claim amount distribution F_(?)(x)by some characters of the individual policy's claim distribution function,and some important results arc obtained.