总理赔额分布函数的界值及数值计算

Bounds and Numerical Calculation of Total Claim Distribution

根据单个保单理赔额分布函数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为负二项分布下,总理赔额分布函数FS(x)对任意x的界值问题,得到一些实用的、便于数值计算的界值结果.

Assuming that the claim number N has negative binomial distribution, this paper discussed the bounds of total claim amount distribution Fs （x） for any x in individual risk models by some characters of one claim distribution F（x）, and some useful bounds of total claim amount distribution were obtained.