摘要
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.
出处
《经济数学》
2012年第3期42-46,共5页
Journal of Quantitative Economics
基金
国家自然科学基金(71171138)
河西学院科研创新与应用校长基金资助项目
关键词
风险模型
负二项分布
理赔额分布函数
界值
risk model
negative binomial distribution
claim amount distribution
bound