中文摘要：

凸序意义下的随机界是估计具有相依性随机变量和分布的良好工具.在考虑货币时间价值的基础上,通过随机上下界的两种不同形式的凸组合对未决赔款准备金的估计进行逼近,并通过矩匹配法,给出了最优权数的计算公式.通过一个实例对所述方法进行验证.

英文摘要：

Stochastic bound in the sense of convex order is a effective technique in estimating the distribution of the sum of random variables with dependencies among them.Two types of convex combination of the stochastic bounds are proposed to approximate the estimate of outstanding claims reserve,while the discount factor is involved.The formulas for the optimal weight are obtained by moment-matching technique.An example is shown to illustrate the methods.