数学进展
數學進展
수학진전
ADVANCES IN MATHEMATICS
2005年
1期
54-72
,共19页
周俊%杨静平%程士宏%程乾生
週俊%楊靜平%程士宏%程乾生
주준%양정평%정사굉%정건생
递推方程%复合分布%(a,b)-族%二元混合型分布%超额赔款再保险
遞推方程%複閤分佈%(a,b)-族%二元混閤型分佈%超額賠款再保險
체추방정%복합분포%(a,b)-족%이원혼합형분포%초액배관재보험
recursive equation%compound distributions%(a,b)-family%bivariate mixedtype distribution%excess-of-loss reinsurance
杨静平,程士宏,吴芹(2002)最近给出了索赔额服从一元混合型分布的复合模型的递推公式.本文则将其结果推广到二元情形.并把我们的结果应用于超额赔款再保险实务中.
楊靜平,程士宏,吳芹(2002)最近給齣瞭索賠額服從一元混閤型分佈的複閤模型的遞推公式.本文則將其結果推廣到二元情形.併把我們的結果應用于超額賠款再保險實務中.
양정평,정사굉,오근(2002)최근급출료색배액복종일원혼합형분포적복합모형적체추공식.본문칙장기결과추엄도이원정형.병파아문적결과응용우초액배관재보험실무중.
A recent result by Yang Cheng, Wu(2002) provided a recursive algorithm for compound distribution of aggregate claims with mixed-type severity distribution. In this paper, we extend their result to the case of bivariate compound risk model. As an application,we will consider its application in the excess-of-loss reinsurance treaty.
