复合Poisson过程参数的检验

Test for Distribution Parameter in Mixed Poisson Processes

当风险为非同质时,索赔次数的分布可用复合Poisson过程来描述.Hofmann分布族可用于复合Poisson过程中索赔次数的研究.本文讨论了Hofmann分布的相参数的检验问题,得到了它的检验统计量及其渐近分布.

The distribution of the number of claims can be fitted by mixed Poisson processes when the risk is inhomo-geneous. The Hofmann's distribution family encompassing the Poisson, the Negative Binomial and the Poisson Inverse Gaussian distributions can be used for the number of claims. The test statistic and its approximate distribution are given in this paper.