摘要
零膨胀泊松分布在应用中经常用来描述零过多的计数数据,文章根据零膨胀泊松分布定义了一类零膨胀泊松过程,并研究了零膨胀泊松过程的相关分布性质。考虑以零膨胀泊松过程作为计数过程的风险模型,给出该模型惩罚函数满足的更新方程,作为特例,当索赔额服从指数分布时给出破产概率的解析表达式。
A Zero-Inflated Poisson distribution is generally used to model the count data that exhibit a substantially large proportion of zeros.In this article, we defined the Zero-Inflated Poisson process based on Zero-Inflated Poisson distribution and studied the related distributional properties.We considered the risk model in which the counting process is the Zero-Inflated Poisson process, the renewal equation for penalty function was then derived.As a special case, the explicit expression for ruin probability with exponential claims was given.
出处
《企业技术开发》
2018年第1期37-39,共3页
Technological Development of Enterprise
关键词
零膨胀泊松过程
破产概率
惩罚函数
Zero-Inflated Poisson process
ruin probability
penalty function
