曲阜师范大学学报（自然科学版）2018，Vol.25Issue(2)：21-27,7.DOI:10.3969/j.issn.1001-5337.2018.2.021
有关相依结构的累积索赔的指数保费原则
Exponential Premium Principles on Aggregate Claims with Dependency Structure
王冲冲 1吕玉华1
作者信息
- 1. 曲阜师范大学统计学院,273165,山东省曲阜市
- 折叠
摘要
Abstract
In this paper,two kinds of risk model with dependence structure and relevant content of the Copula functions are considered.Based on giving the key assumption,the exponential premium principles on aggregate claims are obtained.关键词
保费原则/更新结构/copula相依/Laplace变换/矩母函数Key words
Premium principles/renewal risk structure/copula dependence/Laplace transform/mo-mentgenerating functions分类
数理科学引用本文复制引用
王冲冲,吕玉华..有关相依结构的累积索赔的指数保费原则[J].曲阜师范大学学报（自然科学版）,2018,25(2):21-27,7.
