【摘要】 本文首先简要介绍了停止损失序在风险期望值相等时的一些推论 ,然后借助停止损失序详尽地讨论了仅取有限个值的随机变量的格点化 ,并以此作为出发点在多重衰减模型的框架下 ,给出了以 Poisson复合模型近似个体风险模型的一般步骤 ,同时导出了评价这一近似优劣程度的一个数量指标的解析表达式。更多还原

【Abstract】 In this paper, under the assumption of equal expectations, some consequences related to stop loss order are brief described first. Then, it is discussed in detail how to transform a random variable which assumes only finite values into a lattice one. Based on necessary mathematical preparations mentioned above, the Poisson compound approximation to individual risk model is given within the multiple decrements assumption. Particularly, a quantitive index used to evaluate this approximation is expressed analytically in terms of the model and lattice procedure parameters.更多还原