Gamma Function Approximation of Bower of Aggregate Claim Distribution for Two Different Risk Processes
HUA Chun-rong(School of Mathematics and Statistics,Changshu Institute of Technology,Changshu 215500,China)
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 Gamma function approximation of Bower of aggregate claim distribution for two different risk processes.
【Key Words】: compound Poisson distribution Gamma function Laguerre polynomials
若能收集到该词条相关资料的跟帖者给予奖励,根据收集资料的水平给予10~100不等的论坛币,当然也可以谈谈自己的看法,上传资料等等,请大家尽量不要复制一些搜索引擎很容易收集到的资料。
我每天都会发送不等数量的词条,所以诚邀不同统计背景的各路大侠给予评论。
欢迎大家多多跟帖!要数量也要质量哟