| 两类风险过程总理赔量的Bower的Gamma函数近似 |
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| 引用本文： | 花春荣.两类风险过程总理赔量的Bower的Gamma函数近似[J].常熟理工学院学报,2009,23(10):33-37. |
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| 作者姓名： | 花春荣 |
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| 作者单位： | 常熟理工学院,数学与统计学院,江苏,常熟,215500 |
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| 摘 要： | 考虑了含两个类的风险过程，首先介绍了复合Poisson分布的一些性质，在此基础上给出了含两个类的风险过程的总理赔量的Bower的Gamma函数近似．
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| 关 键 词： | 复合Poisson分布 Gamma分布 Laguerre多项式 |
Gamma Function Approximation of Bower of Aggregate Claim Distribution for Two Different Risk Processes |
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| HUA Chun-rong.Gamma Function Approximation of Bower of Aggregate Claim Distribution for Two Different Risk Processes[J].Journal of Changshu Institute of Technology,2009,23(10):33-37. |
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| Authors: | HUA Chun-rong |
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| Institution: | HUA Chun-rong (School of Mathematics and Statistics, Changshu Institute of Technology, Changshu 215500, China) |
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| Abstract: | In this paper we consider the risk processes with two classes of business. We first introduce some properties of compound Poisson distribution. Then we get the Gamma function approximation of Bower of aggregate claim distribution for two different risk processes. |
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| Keywords: | compound Poisson distribution Gamma function Laguerre polynomials |
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