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| 摘要: |
| 利用Delta定理研究聚合风险模型中的随机和服从复合负二项分布时的方差稳定变换和对称变换,通过研究发现方差稳定变换和对称变换都涉及独立同分布随机变量. |
| 关键词: 聚合风险模型 复合负二项分布 方差稳定变换 对称变换 Delta定理 |
| DOI: |
| 分类号: |
| 基金项目: |
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| Variance Stabilizing and Symmetrizing Transformations for Random Sum in Collective Risk Model Being Compound Negative Binomial Distributed |
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XIE Yang; YUAN De-mei
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| Abstract: |
| By using Delta theorem,variance stabilizing transformation and symmetrizing transformation are studied for random sum in collective risk model being compound negative binomial distributed.These two transformations are both related to a sequence of independent,identically distributed random variables. |
| Key words: collective risk model compound negative binomial distribution variance stabilizing transformation symmetrizing transformation Delta theorem |