A Note on Compound Poisson Distributions

Acta Scientiarum Naturalium Universitatis Pekinensis

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A Note on Compound Poisson Distributions

ZHANG Bo^1,3, QI Yongcheng²

¹ Department of Environment, Resource and Development Economics, School of Economics,Peking University, Beijing, 100871; ² Department of Mathematics and Statistics, University of Minnesota Duluth, Duluth, MN 55812,USA; ³Corresponding Author, E-mail: zhapaul@gmail.com

Received:2006-08-28 Online:2007-05-20 Published:2007-05-20

关于复合泊松分布的一个注记

张博^1,3,祁永成²

¹ 北京大学经济学院环境资源与发展经济学系,北京,100871; ² Department of Mathematics and Statistics,University of Minnesota Duluth,Duluth,MN 55812,USA;　³ 通讯作者,E-mail: zhapaul@gmail.com

Abstract

Abstract: The infinite composition and decomposition properties of compound Poisson distributions are demonstrated. It covers the classical results of Gerber H.U.

Key words: compound Poisson distribution, random sum, composition, decomposition, layer insurance

摘要： 复合泊松分布的无穷组合与分拆的性质将被讨论,所得结果改进了Gerber H.U.的经典结果。

关键词: 复合泊松分布, 随机和, 组合, 分拆, 分层保险

CLC Number:

O211

ZHANG Bo,QI Yongcheng. A Note on Compound Poisson Distributions[J]. Acta Scientiarum Naturalium Universitatis Pekinensis.

张博,祁永成. 关于复合泊松分布的一个注记[J]. 北京大学学报（自然科学版）.

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URL: https://xbna.pku.edu.cn/EN/

https://xbna.pku.edu.cn/EN/Y2007/V43/I3/299

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A Note on Compound Poisson Distributions

关于复合泊松分布的一个注记

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