复合离散型随机变量分布的迭代计算公式  

An evaluation for a compound discrete distribution

作　　者：徐怀[1] XU Huai(School of Mathematics,Anhui University,Hefei 230039,China)

机构地区：[1]安徽大学数学科学学院

出　　处：《商丘师范学院学报》2022年第6期8-10,共3页Journal of Shangqiu Normal University

基　　金：安徽高校自然科学研究重点项目(KJ2016A033)。

摘　　要：在各种风险模型中,一般以复合随机变量来刻画索赔过程或收入过程,文中讨论了一类复合离散随机变量的概率分布问题,在个体索赔服从离散型分布的情形下,证明了概率分布的迭代计算公式,最后给出一个数值例子.In various risk models, the claim process or income process is usually described by compound random variables.In this paper a recursive formula of distribution of total claims is develop for a family, when the number the claim amount is discrete the recursive formula can be used to compute the distribution of total claims.For illustration purposes, we give a numerical example in the end of the paper.

关 键 词：复合型随机变量 概率分布 卷积 迭代公式 

分 类 号：O221[理学—运筹学与控制论]