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Recursive equations for compound distribution with the severity distribution of the mixed type 被引量:2
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作者 YANG Jingping, CHENG Shihong & WU Qin LMAM, Department of Financial Mathematics, Peking University, Beijing 100871, China 《Science China Mathematics》 SCIE 2005年第5期594-609,共16页
In this paper, recursive equations are obtained for compound distribution with the number of claims belonging to (a, b)-family and the severity distribution of the mixed type. Numerical methods to solve these equation... In this paper, recursive equations are obtained for compound distribution with the number of claims belonging to (a, b)-family and the severity distribution of the mixed type. Numerical methods to solve these equations are presented, and some numerical results are given. 展开更多
关键词 recursive equation compound distribution (a b)-family severity distribution of the mixed type.
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二元混合型索赔分布的复合模型的递推方程(英文)
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作者 周俊 杨静平 +1 位作者 程士宏 程乾生 《数学进展》 CSCD 北大核心 2005年第1期54-72,共19页
杨静平,程士宏,吴芹(2002)最近给出了索赔额服从一元混合型分布的复合模型的 递推公式, 本文则将其结果推广到二元情形. 并把我们的结果应用于超额赔款再保险实务中.
关键词 递推方程 复合分布 (a b)-族 二元混合型分布 超额赔款再保险
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