任意支撑上5阶凸随机序的极值分布及其在保险精算中的应用

doi:10.6040/j.issn.1671-9352.0.2014.106

山东大学学报（理学版） ›› 2014, Vol. 49 ›› Issue (07): 57-62.doi: 10.6040/j.issn.1671-9352.0.2014.106

任意支撑上5阶凸随机序的极值分布及其在保险精算中的应用

田有功, 刘转玲

兰州商学院信息工程学院, 甘肃兰州 730020

收稿日期:2014-03-20 出版日期:2014-07-20 发布日期:2014-09-15
作者简介:田有功（1977- ），男，博士研究生，讲师，研究方向为应用概率统计. E-mail：tyg200005@sina.com

Extremal distributions for 5-convex stochastic orderings with arbitrary discrete support and applications in actuarial sciences

TIAN You-gong, LIU Zhuan-ling

School of Information Engineering, Lanzhou University of Finance and Economics, Lanzhou 730020, Gansu, China

Received:2014-03-20 Online:2014-07-20 Published:2014-09-15

摘要/Abstract

摘要： 在离散的 5 阶凸随机序意义下，研究了在R⁺上的任意离散子集上取值的随机变量的极值分布^①。在保险精算应用中，估计了Lunberg调整系数的界。

关键词: Lunberg调整系数, s阶凸随机序, 任意支撑, 极值分布

Abstract: In the sense of discrete 5-convex stochastic ordering, the extremal distribution for random variables valued in an arbitrary discrete subset of the half-positive real line R⁺ was considered. The bounds of Lundberg's adjustment coefficient in actuarial sciences were estimated.

Key words: arbitrary support, extremal distribution, s-convex stochastic orderings, Lundberg's adjustment coefficient

中图分类号:

O211.6

田有功, 刘转玲. 任意支撑上5阶凸随机序的极值分布及其在保险精算中的应用[J]. 山东大学学报（理学版）, 2014, 49(07): 57-62.

TIAN You-gong, LIU Zhuan-ling. Extremal distributions for 5-convex stochastic orderings with arbitrary discrete support and applications in actuarial sciences[J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2014, 49(07): 57-62.

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任意支撑上5阶凸随机序的极值分布及其在保险精算中的应用

Extremal distributions for 5-convex stochastic orderings with arbitrary discrete support and applications in actuarial sciences

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