| 免赔额和NCD赔付条件下保险索赔次数的分布 |
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| 引用本文： | 毛泽春,刘锦萼. 免赔额和NCD赔付条件下保险索赔次数的分布[J]. 中国管理科学, 2005, 13(5): 1-5 |
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| 作者姓名： | 毛泽春 刘锦萼 |
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| 作者单位： | 1. 湖北大学商学院金融系, 武汉, 430062;2. 山东经济学院概率统计与保险精算研究所, 济南, 250014 |
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| 基金项目： | 国家自然科学基金资助项目(10471076);山东省自然科学基金资助项目(Y2004A05,Y2004A07);山东省社科规划研究项目(04BJJ31) |
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| 摘 要： | 本文分析了免赔额及NCD赔付条件对索赔次数分布的影响,通过比较风险事件与索赔事件的差异引出了一类同质集合保单索赔次数的分布(PG分布);给出了PG分布的性质及参数估计方法。通过两个保险实例展示了数据拟合效果。
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| 关 键 词： | 风险事件 索赔事件 索赔次数 PG分布 |
| 文章编号： | 1003-207(2005)05-0001-05 |
| 收稿时间： | 2004-04-06; |
| 修稿时间： | 2004-04-06 |
The Distribution about Numbers of Claims on Homogeneous Policyholders under NCD System and Stop Loss Insurance |
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| MAO Ze-chun,LIU Jin-e. The Distribution about Numbers of Claims on Homogeneous Policyholders under NCD System and Stop Loss Insurance[J]. Chinese Journal of Management Science, 2005, 13(5): 1-5 |
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| Authors: | MAO Ze-chun LIU Jin-e |
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| Affiliation: | 1. School of Business, Hubei University, Wuhan 430062, China;2. Institute of Statistics and Actuary, Shandong Economics University, Jinan 250014, China |
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| Abstract: | The effect on numbers of claims has been analyzed under non-claims discount system and stop loss insurance in this paper.By comparing the difference between risk events and claim events,a distribution on claims numbers to homogeneous policyholders has been studied.Moreover,parameters estimation on the distribution is exhibited and some examples are given. |
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| Keywords: | risk events claim events claim numbers PG distribution |
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