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根据排队系统M/G/∞和M/M/∞的性质,应用排队模型的分析方法,本文研究了保险公司所需计提的未决赔款准备金的分布。在假设损失额取正整数的条件下,得到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的递推公式和某一时刻所需计提的未决赔款准备金分布的递推公式。且给出计算实例表明所得到的递推公式,在以往难以准确求解未决赔款准备金分布时是十分有效的。
According to the properties of queuing system M / G / ∞ and M / M / ∞, this paper studies the distribution of the outstanding claims reserves for insurance companies by applying the analysis method of queuing model. Under the assumption of a positive integer loss, a recursive formula for the distribution of the outstanding claims reserves to be provided by the insurance company for a certain period of time in the future and the distribution of reserves for outstanding claims to be withdrawn at a certain moment are obtained Recursion formula. And given the calculation example shows that the recursion formula obtained is very effective in the past when it is difficult to accurately solve the distribution of outstanding claims reserves.