| 混合Poisson分布及其在风险理论中的应用 |
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| 引用本文： | 魏艳华,王丙参,李艳颖. 混合Poisson分布及其在风险理论中的应用[J]. 河北北方学院学报(自然科学版), 2011, 27(6): 13-16 |
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| 作者姓名： | 魏艳华 王丙参 李艳颖 |
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| 作者单位： | 1. 天水师范学院数学与统计学院,甘肃天水,741001
2. 宝鸡文理学院数学系,陕西宝鸡,721013 |
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| 基金项目： | 甘肃省自然科学研究基金计划，天水师范学院科研基金 |
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| 摘 要： | 对非同质保单组合建立了一元混合Poisson分布模型，并对具有相依风险的保单组合中两种保险责任的索赔次数（N1，N2）建立了二元混合Poisson模型，利用母函数与矩母函数研究了一元及二元混合Poisson分布的优良性质，二者特别适合刻画非同质风险的索赔次数，混合Poisson分布的方差越大于均值，保单组合中的非同质性...
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| 关 键 词： | 混合Poisson分布 母函数 索赔次数 |
Mixed Poisson Distribution and Its Applications in Risk Theory |
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| WEI Yan-hua,WANG Bing-can,LI Yan-ying. Mixed Poisson Distribution and Its Applications in Risk Theory[J]. JournalofHebeiNorthUniversity(NaturalScienceEdition), 2011, 27(6): 13-16 |
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| Authors: | WEI Yan-hua WANG Bing-can LI Yan-ying |
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| Affiliation: | 1.School of Mathematics and Statistics,Tianshui Normal University,Tianshui 741001,Gansu,China; 2.Department of Mathematics,Baoji University of Arts and Sciences,Baoji 721007,Shanxi,China) |
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| Abstract: | This paper establishes one-mixed Poisson distribution model of combination of non-homoge- neous policy, and binary mixed Poisson model of the numberof insurance claims about two kinds of insurance in the combination of policy portfolio with dependent risk. It discusses the excellent property of unita- ry and bivariate mixed Poisson distribution by using generating function and moment generating function, both of which suitably describe the number of claims of homogeneous risk. The greater variance of mixed Poisson distribution is than its mean, the more significant non-homogeneity of the policy portfolio is. |
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| Keywords: | mixed Poisson distribution number of claims generating function |
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