CONDITIONAL RECURSIVE EQUATIONS ON EXCESS-OF-LOSS REINSURANCE  

作　　者：杨静平 王晓谦 程士宏 

机构地区：[1]LMAM,School of Mathematical Sciences,Peking University,Beijing 100871,P.R.China [2]School of Mathematical and Computer Science,Nanjing Normal University, Nanjing 210046, P. R. China

出　　处：《Applied Mathematics and Mechanics(English Edition)》2006年第8期1071-1080,共10页应用数学和力学（英文版）

基　　金：Project supported by the National Natural Science Foundation of China (Nos. 10471008, 19831020)

摘　　要：The rharginal recursive equations on excess-of-loss reinsurance treaty are investignted, under the assumption that the number of claims belongs to the family consisting of Poisson, binomial and negative binomial, and that the severity distribution has bounded continuous density function. On conditional of the numbers of claims associated with the reinsurer and the cedent, some recursive equations are obtained for the marginal distributions of the total payments of the reinsurer and the cedent.The rharginal recursive equations on excess-of-loss reinsurance treaty are investignted, under the assumption that the number of claims belongs to the family consisting of Poisson, binomial and negative binomial, and that the severity distribution has bounded continuous density function. On conditional of the numbers of claims associated with the reinsurer and the cedent, some recursive equations are obtained for the marginal distributions of the total payments of the reinsurer and the cedent.

关 键 词：Panjer recursion Poisson distribution binomial distribution negative binomial distribution excess-of-loss reinsurance 

分 类 号：F840[经济管理—保险] F224