m****g 发帖数: 148 | 1 各位前辈,关于BS,我有个问题想请教一下。
其实挺简单,但是我脑子就转不过来这个弯:
Assume 100,000 risks have an inherent hazard, as measured by their true
claim frequency, of .05.
The number of persons claim-free for the past t years assuming
a Poisson approximation to the distribution is as follows:
t=o t=1 t=2 t=3
100,000 95,123 90,484 86,071
貌似这里的 95123=100000 × Prob(X=0), where X is a poisson with mean 0.05.
请问是这样么?
多谢各位 | I**R 发帖数: 1309 | 2 did u verify the other t values?
【在 m****g 的大作中提到】 : 各位前辈,关于BS,我有个问题想请教一下。 : 其实挺简单,但是我脑子就转不过来这个弯: : Assume 100,000 risks have an inherent hazard, as measured by their true : claim frequency, of .05. : The number of persons claim-free for the past t years assuming : a Poisson approximation to the distribution is as follows: : t=o t=1 t=2 t=3 : 100,000 95,123 90,484 86,071 : 貌似这里的 95123=100000 × Prob(X=0), where X is a poisson with mean 0.05. : 请问是这样么?
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