aggregate claims meaning in Chinese
索赔总额
Examples
- Ruin problem for a correlated aggregate claims model
离散时间模型下的罚金折现期望的解 - In this paper , we study two correlated riskmodel . we give the relation between these models through made comparisons . we generalize common poisson process in correlated aggregate claims model ofwang and yuen ( 2005 ) and consider compound poisson - geometric process . weexamine basic properties and upper bounds for the ruin probability of compoundpoisson - geometric risk model with thinning - dependence structure . we also inves - tigate the impact of the thing - dependence structure on the ruin probability
在王过京和kamc . yuen ( 2005 )等研究的基础上,本文将其相关模型中的普通poisson分布推广为具有许多优良性质的复合poisson - geometric分布,考察稀疏相依结构下的复合poisson - geometric风险模型的基本性质及破产概率的上界,并对此类相依结构对破产概率的影响进行分析。 - Ambagaspitiya ( 1998 ) considered a general method of constructing a vector p ( p 2 ) dependent claim numbers from a vector of independent random variables , and derived formulas to compute the correlated aggregate claim distribution for corresponding common shock model with p dependent classes of business . cossotte and marceau ( 2000 ) used a discrete - time approach to study how the common shodcaffects the finite - time ruin probabilities and the adjustment coefficient
Ambagaspitiya ( 1998 )通过向量的方法解决了一类索赔次数相关的风险模型,推导出了最大损失量的表达式; cossetteandmarceau ( 2000 )考虑了离散时间下相关是如何影响有限时间的破产概率与调整系数的问题; yuen , k