| 两类风险过程总理赔量分布的平移伽玛近似 |
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| 引用本文： | 花春荣,刘永陈.两类风险过程总理赔量分布的平移伽玛近似[J].常熟理工学院学报,2005,19(2):21-24. |
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| 作者姓名： | 花春荣 刘永陈 |
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| 作者单位： | 常熟理工学院,数学系,江苏,常熟,215500;黄埭中学,江苏,苏州,215143 |
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| 摘 要： | 考虑了含两个类的风险过程，首先介绍复合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总理赔量分布的近似，并对指数理赔分布的情形给出数值计算结果。
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| 关 键 词： | 复合Poisson分布 平移伽玛分布 风险过程 |
| 文章编号： | 1008-2794(2005)02-0021-04 |
| 修稿时间： | 2004年12月8日 |
Gamma Translation Approximation of Aggregate Claim Distribution for two Different Risk Processes |
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| HUA Chun-rong,LIU Yong-chen.Gamma Translation Approximation of Aggregate Claim Distribution for two Different Risk Processes[J].Journal of Changshu Institute of Technology,2005,19(2):21-24. |
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| Authors: | HUA Chun-rong LIU Yong-chen |
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| Abstract: | In this paper we consider the risk processes in two classes of business.We first introduce some properties of compound Poisson distribution.Then we get the Gamma translation approximation of aggregate claim distribution for two different risk processes.Finally we give an example with claim sizes being exponentially distributed to show numerical results. |
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| Keywords: | compound Poisson distribution Gamma translation approximaton |
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