Comparative Study in Some Approximate Calculating Methods on Risk Model

摘要：

In this paper, several calculation methods of sum of random variables are given. Especially the quantitative analysis and quantitative analysis is provided under the binomial distribution. The results also indicate that the method of continuous correction should be carefully chosen so as to provide the basis for the calculation of correlation.

关键词： poisson approximation normal approximation translation γ approximation translation γ distribution normal approximation normal power approximation continuous corrected

作者: HU Yue SHI Yafeng

作者单位: School of Science, Zhejiang University of Science and Technology, Hangzhou, P.R.China, 310023

会议类型: 国际会议

会议名称: The 3rd International Institute of Statistics & Management Engineering Symposium(2010 国际统计与管理工程研讨会 IISMES)

会议地点: 威海

会议语种:英文

页码: 416-420

在线出版日期: 2010-07-24（万方平台首次上网日期，不代表论文的发表时间）