On the Distribution of Aggregate Claims in Compound Risk Model
Suoping Li · Journal of Gansu Sciences · 2008
We have made a further research on the nature and distributions of individual risk models and compound models,the probability distribution of the mixed stochastic variables,and the statistical features of the short-term individual risk models.Also the relationships between the total amount of compound compensation and the amount of individual compensation are investigated under the conditions of compound distributions.At last a more practical calculation method is given for the individual risk model and the approximate distribution of its compensation.