摘要
复合Poisson单是一种特殊的两参数独立增量过程,也是最典型的状态离散的两参数马氏过程.为解决复合Poisson单的可加性及其在两参数的保险索赔等情况中的应用问题,我们尝试应用特征函数的方法,对复合Poisson单的可加性进行研究.研究结果表明,复合Poisson单具有可加性,并且在实际生活中具有较为广泛的应用.
The compound Poisson sheet is a special two-parameter independent incremental process and also one of the most typical discrete two-parameter Markov processes. For solving the sum of compound Poisson sheet and its application problems in the two-parameter claim insurance, we try to use the way of the character function to study the sum of compound Poisson sheets. The results show that the compound Poisson sheet has additives and a wide range of applications in real life.
出处
《数学的实践与认识》
北大核心
2015年第4期200-203,共4页
Mathematics in Practice and Theory
基金
毕节学院自然科学基金(20102003)
贵州省科技厅联合基金项目(黔科合J字LKB[2012]17号)
