| 两类风险过程调节系数的近似 |
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| 引用本文： | 花春荣.两类风险过程调节系数的近似[J].常熟理工学院学报,2006,20(6):14-18. |
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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,数学系,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调节系数的近似。
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| 关 键 词： | 复合Poisson分布 调节系数 Beekman-Bower近似 DeVylder近似 正态近似 |
| 文章编号： | 1008-2794（2006）06-0014-05 |
| 收稿时间： | 2006-09-03 |
| 修稿时间： | 2006年9月3日 |
the adjustment coefficient approximation of two different risk processes |
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| HUA Chun-rong.the adjustment coefficient approximation of two different risk processes[J].Journal of Changshu Institute of Technology,2006,20(6):14-18. |
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| Authors: | HUA Chun-rong |
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| Institution: | Dept. of Math. , 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 adjustment coefficient approximation of aggregation containing two different risk processes. |
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| Keywords: | compound Poisson distribution adjustment coefficient Beekman-Bower approximation De Velder approximation normal distribution approximation |
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