根据保单组合的损失赔付额分布函数为NBUE和HNBUE分布类的性质,应用排队模型的分析方法,进一步研究了未决赔款准备金分布函数的界值,在已知损失赔付额分布函数的均值和方差的条件下,得到针对未来某一时间段内保险公司所需计提的未决赔款准备金分布函数的上界和下界,且给出的计算实例表明所得到的未决赔款准备金分布函数的上界和下界是十分有效的.
In this paper, some bounds of distribution of outstanding claims reserve are further stud- ied in terms of some characters of NBUE and HNBUE of the claim distribution and the analytical method of the queuing theory. Some upper and lower bounds of the distribution function of the out- standing clains reserve in a given future period of time are obtained under known expectation and variance of the claim distribution function. Furthermore, an example is given to explain the value and use of the results obtained.