摘要
介绍了复合Poisson分布的一些性质,在此基础上给出了含两个类的风险过程的总理赔量的Gram-Charlier近似.
This paper considers the risk processes with two classes of business. The paper first introduces some properties of compound Poisson distribution and then it gets the Grma-Charlier function approximation of aggregate claim distribution for two different risk processes.
出处
《常熟理工学院学报》
2010年第2期29-31,共3页
Journal of Changshu Institute of Technology
