个体风险模型总理赔额的数字特征、分布及其近似  

Digital Features, Distribution Function and Approximation of Total Claim Amount about Individual Risk Model

作　　者：王丙参[1] 魏艳华[1] 戴宁[2] 

机构地区：[1]天水师范学院数学与统计学院,甘肃天水741001 [2]郑州大学数学系,河南郑州450002

出　　处：《天水师范学院学报》2012年第2期3-7,共5页Journal of Tianshui Normal University

摘　　要：研究了个体风险模型总理赔额的数字特征,利用矩母函数及母函数求其精确分布,给出了总理赔额的多种近似方法,并举例比较分析近似方法的优劣,给出了模拟程序.The digital features of the total claim amount about individual risk model were discussed and the exact distribution was got by using moment generating function and generating function,then a variety of approximation methods and the simulation program of total claim amount were gave in this paper.

关 键 词：总理赔额 矩母函数 母函数 近似 

分 类 号：F840[经济管理—保险] O211.67[理学—概率论与数理统计]