Conditional Recursive Equations on Excess-of-Loss Reinsurance
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摘要: 在索赔数目服从Poisson分布、二项分布或负二项分布,以及索赔额分布的密度函数连续且有界的条件下,研究了溢额损失再保险条款的总体损失分布的条件递推方程.在再保险人或分出人的索赔数目给定的条件下,得到了再保险人以及分出人的总赔付额分布的递推方程.Abstract: The marginal recursive equations on excess-of-loss reinsurance treaty were investigated,under the assumption that the number of claims belongs to the family consisting of Poisson,binomial and negative binomial,and that the severity distribution had bounded continuous density function.On condition of the numbers of claims associated with the the reinsurer and the cedent,some recursive equations are obtained for the marginal distributions of the total payments of the reinsurer and the cedent.
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