[1]方婧,章溢,温利民.聚合风险模型下的信度估计[J].江西师范大学学报(自然科学版),2012,(06):607-611.
 MA Ling,HU Hua.The Credibility Estimation for the Collective Models[J].,2012,(06):607-611.
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聚合风险模型下的信度估计()
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《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06期
页码:
607-611
栏目:
出版日期:
2012-12-01

文章信息/Info

Title:
The Credibility Estimation for the Collective Models
作者:
方婧;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):
MA Ling HU Hua
关键词:
聚合风险模型信度保费估计相合性
Keywords:
collective risk modelcredibility premiumestimatorconsistency
分类号:
O211
文献标志码:
A
摘要:
利用信度理论的方法,建立了Bayes聚合风险的信度模型,得到未来年总索赔的信度保费.进一步地,在多合同模型下,提出了结构参数的无偏估计,并证明了这些估计的统计性质.
Abstract:
The credibility premium of aggregate claim in Bayes collective risk model are derived based on the credibility theory. Moreover, in the models of multitude contract data, the corresponding unbiased estimators are suggested for the unknown structure parameters. And some statistical properties of those estimators are proved.

参考文献/References:

[1] 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.
[2] Hernandez A, Fernández-Sánchez M P, Gomez E. The net Bayes premium with dependence between the risk profiles [J]. Insurance: Mathematics and Economics, 2009, 45(2): 247-254.
[3] Gomez E, Hernandez A, Vazquez-Polo, et al. Robust Bayesian premium principles in actuarial science [J]. Journal of the Royal Statistical Society, 2000, 49(2): 241-252.
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[5] 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, 36(3): 249-252;
[6] Bühlmann H, Gisler A. A course in credibility theory and its applications [M]. New York: Springer, 2005.
[7] Rao C R, Toutenburg H. Linear models [M]. New York: Springer, 1995.
[8] Wen Limin, Wang Wei, Yu Xueli. The credibility models with error uniform dependence [J]. Journal of East China Normal University: Natural Science, 2009(5): 118-126.
[9] 温利民, 吴贤毅. 指数保费原理下的经验厘定 [J]. 中国科学: 数学, 2011, 41(10): 861-876.

更新日期/Last Update: 1900-01-01