Recursive equations for compound distribution with the severity distribution of the mixed type

作     者：YANG Jingping, CHENG Shihong & WU Qin LMAM, Department of Financial Mathematics, Peking University, Beijing 100871, China 

作者机构：LMAM Department of Financial Mathematics Peking University Beijing China 

出 版 物：《Science China Mathematics》 (中国科学：数学（英文版）)

年 卷 期：2005年第48卷第5期

页      面：594-609页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：This work was supported by the National Natural Science Foundation of China(Grant Nos.19831020&10071003) 

主　　题：recursive equation compound distribution (a b)-family severity distribution of the mixed type. 

摘      要：In this paper, recursive equations are obtained for compound distribution with the number of claims belonging to (a, b)-family and the severity distribution of the mixed type. Numerical methods to solve these equations are presented, and some numerical results are given.