[1]张良超,周金亮,温利民*.零膨胀泊松模型中风险参数的贝叶斯估计[J].江西师范大学学报(自然科学版),2020,(03):269-274.[doi:10.16357/j.cnki.issn1000-5862.2020.03.10]
　ZHANG Liangchao,ZHOU Jinliang,WEN Limin*.The Bayesian Estimation of Risk Parameters in Zero-Inflated Poisson Model[J].Journal of Jiangxi Normal University:Natural Science Edition,2020,(03):269-274.[doi:10.16357/j.cnki.issn1000-5862.2020.03.10]
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零膨胀泊松模型中风险参数的贝叶斯估计()
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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:
2020年03期
页码:
269-274
栏目:
数学与应用数学
出版日期:
2020-06-10

文章信息/Info

Title:
The Bayesian Estimation of Risk Parameters in Zero-Inflated Poisson Model
文章编号:
1000-5862(2020)03-0269-06
作者:
张良超; 周金亮; 温利民*
江西师范大学数学与信息科学学院,江西 南昌 330022
Author(s):
ZHANG Liangchao; ZHOU Jinliang; WEN Limin*
College of Mathematics and Information Science,Jiangxi Normal University,Nanchang Jiangxi 330022,China
关键词:
零膨胀泊松模型;  贝叶斯估计;  参数估计
Keywords:
zero-inflated Poisson model;  Bayes estimators;  parameter estimation
分类号:
O 211.9
DOI:
10.16357/j.cnki.issn1000-5862.2020.03.10
文献标志码:
A
摘要:
该文建立了贝叶斯模型,讨论了零膨胀泊松分布中参数的估计问题.在平方损失函数、Linex损失函数和Stein损失函数下得到了风险参数的贝叶斯估计.进而,引进了信度理论,在平方损失函数下得到了风险参数的信度估计,证明了估计的相合性.最后,通过数值模拟的方法对估计的收敛性进行了比较.
Abstract:
The Bayesian model is established and the parameter estimation of the zero-inflated Poisson distribution is discussed in the paper.Bayesian estimates of risk parameters are obtained under the squared loss function,the Linex loss function,and the Stein loss function.Furthermore,the credibility theory is introduced,and the credibility estimates of the risk parameters are obtained under the mean square loss.In addition,the consistency of the estimates are proved.Finally,the convergence of the estimates is compared by numerical simulation.

参考文献/References:

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备注/Memo

备注/Memo:
收稿日期:2019-12-27
基金项目:国家自然科学基金(71761019)和江西省教育厅研究生创新基金(YC2019-S125)资助项目.
通信作者:温利民(1979-),男,江西石城人,教授,博士,博士生导师,主要从事精算学的研究.E-mail:wlmjxnu@163.com
更新日期/Last Update: 2020-06-10