摘要
介绍了一种新型索赔模型，也即模型在 t时刻的风险为一个复合广义 Poisson过程，且其参数λ服从帕累托分布.相对于经典索赔模型，混合索赔模型中广义的 Poisson过程不具有普通性，而且参数λ为随机变量，所以过程的演化趋于复杂.利用更新理论，随机游动原理及 Wald方程，对该模型得到了一个极限定理.
The mixing model were studied. It' s risk at time t is a general Poisson processes and the parameterλ of the general Poisson processes is Pellatt's distribution. In the light of the wald's equation, we get a limit theorem of the mixing model.
出处
《安徽机电学院学报》
2001年第2期69-71,共3页
Journal of Anhui Institute of Mechanical and Electrical Engineering
