应用排队模型的分析方法,研究了未决赔款准备金分布函数,并根据保单组合的损失赔付额分布函数的性质,在已知其均值和方差的条件下,讨论了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,而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 the distribution of the outstanding claims reserve is studied by some characters of the claim distribution and the analytical method of the queuing theory in a given period of time when we have known the expectation and variance of the claim distribution. Furthermore, we give an example to explain the value and use of these results.