两类风险过程总理赔量的Bower的Gamma函数近似

Gamma Function Approximation of Bower of Aggregate Claim Distribution for Two Different Risk Processes

考虑了含两个类的风险过程,首先介绍了复合Poisson分布的一些性质,在此基础上给出了含两个类的风险过程的总理赔量的Bower的Gamma函数近似.

In this paper we consider the risk processes with two classes of business. We first introduce some properties of compound Poisson distribution. Then we get the Gamma function approximation of Bower of aggregate claim distribution for two different risk processes.