[1]郑丹,章溢,温利民.具有时间变化效应的信度模型[J].江西师范大学学报(自然科学版),2012,(03):249-252.
 ZHENG Dan,ZHANG Yi,WEN Li-min.The Credibility Models with Time Changeable Effects[J].,2012,(03):249-252.
点击复制

具有时间变化效应的信度模型()
分享到:

《江西师范大学学报》(自然科学版)[ISSN:1006-6977/CN:61-1281/TN]

卷:
期数:
2012年03期
页码:
249-252
栏目:
出版日期:
2012-05-01

文章信息/Info

Title:
The Credibility Models with Time Changeable Effects
作者:
郑丹;章溢;温利民
江西师范大学数学与信息科学学院,江西南昌,330022;江西师范大学计算机信息工程学院,江西南昌330022
Author(s):
ZHENG Dan ZHANG Yi WEN Li-min
关键词:
信度估计时间变化效应正交投影
Keywords:
credibility estimator time changeable effects orthogonal projection
分类号:
O211.9
文献标志码:
A
摘要:
利用信度理论方法研究了具有时间变化效应的风险保费的估计问题.结论表明,具有时间变化效应的信度模型,其信度估计仍然是个体索赔数据与聚合保费的加权平均,且信度因子依赖时间变化效应,从而推广了经典的信度原理
Abstract:
The credibility premiums with time changeable effects are derived by means of credibility theory methods. Conclusions show that credibility estimator of the credibility models with time changeable effects can still be expressed as weighted sums of claim data and collective premium, and the credibility factor depends on the time changeable effects. Thus the classical credibility theory is generalized.

参考文献/References:

[1] 丁树良, 周新莲. 一种新的信度估计 [J]. 江西师范大学学报:自然科学版, 2002, 26(3): 222-224.
[2] Bühlmann H. Experience rating and credibility I [J]. Astin Bulletin, 1967, 4(3): 199-207.
[3] Norberg R. Credibility theory [M]. Chichester: Wiley-Blackwell, 2004.
[4] Bühlmann H, Gisler A. A course in credibility theory and its applications [M]. Netherlands: Springer, 2005: 77-264.
[5] 邓国华. 风险非同质时索赔次数的统计研究 [J]. 江西师范大学学报: 自然科学版, 2004, 28(3): 228-231.
[6] Wen Limin, Wang Wei, Yu Xueli. Credibility models with error uniform dependence [J]. Journal of East China Normal University: Natural Science, 2009(5): 118-126.
[7] Bolancé C, Guillén M, Pinquet J. Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects [J]. Insurance: Mathematics and Economics, 2003, 33(2): 273-282.
[8] Purcaru O, Denuit M. On the dependence induced by frequency credibility models [J]. Belgian Actuarial Bulletin, 2002, 2(1): 73-79.
[9] Purcaru O, Denuit M. Dependence in dynamic claim frequency credibility models [J]. Astin Bulletin, 2003, 33(1): 23-40.
[10] Frees E W, Wang Ping. Credibility using copulas [J]. North American Actuarial Journal, 2005, 9(2): 31-48.
[11] Rao C R, Toutenburg H. Linear models: least squares and alternatives [M]. New York: Springer, 1995.
[12] Wen Limin, Wu Xianyi, Zhou Xian. The credibility premiums for models with dependence induced by common effects [J]. Insurance: Mathematics and Economics, 2009, 44(1): 19-25.

相似文献/References:

[1]余君,章溢,温利民.Stein损失函数下的保费估计[J].江西师范大学学报(自然科学版),2014,(02):171.
 YU Jun,ZHANG Yi,WEN Li-min.Premium Estimator under Stein Loss[J].,2014,(03):171.

更新日期/Last Update: 1900-01-01