| 复合泊松过程及其应用 |
| |
| 引用本文： | 段会,赵珍,康殿统. 复合泊松过程及其应用[J]. 河西学院学报, 2005, 21(2): 7-9 |
| |
| 作者姓名： | 段会 赵珍 康殿统 |
| |
| 作者单位： | 1. 河西学院数学系
2. 张掖医学高等专科学校,甘肃,张掖,734000 |
| |
| 摘 要： | 利用齐次泊松过程的再生性,研究了保险公司的总索赔次数和总索赔额,得到各类索赔的总索赔次数之和构成一齐次泊松过程;而各类索赔的总索赔额之和构成一复合泊松过程.同时考虑了齐次泊松过程与复合泊松过程在保险业风险管理中的应用.
|
| 关 键 词： | 齐次泊松过程 再生性 复合泊松过程 总索赔过程 总索赔额 |
Compound Poisson Processes and Its Applications |
| |
| DUAN Hui,ZHAO Zhen,KANG Dian-tong. Compound Poisson Processes and Its Applications[J]. Journal of Hexi University, 2005, 21(2): 7-9 |
| |
| Authors: | DUAN Hui ZHAO Zhen KANG Dian-tong |
| |
| Abstract: | The amount and times of total compensations for a insurance company are studied by making use of regenerative property of a homogeneous Poisson process, we obtained that the sum of times of all kinds of the total compensations constitutes a homogeneous Poisson process; whereas that the total amount of all kinds of the total compensations constitutes a compound Poisson process. At the same time, we investigated some applications of the homogeneous Poisson process and the compound Poisson process in insurance. |
| |
| Keywords: | homogeneous Poisson processes regenerative properties compound Poisson processes compensation processes total amount of compensations |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
