[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):171-175.
　YU Jun,ZHANG Yi,WEN Li-min.Premium Estimator under Stein Loss[J].Journal of Jiangxi Normal University:Natural Science Edition,2014,(02):171-175.
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Stein损失函数下的保费估计()
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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:
2014年02期
页码:
171-175
栏目:
出版日期:
2014-04-30

文章信息/Info

Title:
Premium Estimator under Stein Loss
作者:
余君;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学院,江西南昌,330022；江西师范大学数学与信息科学学院,江西南昌330022;江西财经大学信息与管理学院,江西南昌330013
Author(s):
YU Jun；ZHANG Yi；WEN Li-min
关键词:
贝叶斯估计; 信度估计; 多层贝叶斯估计; 稳健性
Keywords:
Bayes estimator; credibility estimator; hierarchical Bayes estimator; robustness
分类号:
O211.67
文献标志码:
A
摘要:
利用信度理论研究在Stein损失函数下的保费估计问题,分析了贝叶斯估计、信度估计、多层贝叶斯估计3种估计,并计算3种保费估计,比较其结果发现在Stein损失函数下:当样本数n趋于无穷大时,信度保费会收敛到风险保费,且多层贝叶斯估计比贝叶斯估计的稳健性更强.
Abstract:
The premium estimate under a typical asymmetric Stein loss function is studied by the credibility theory.The three type of estimator including Bayes estimator,credibility estimator and hierarchical Bayes estimator under Stein loss function are discussed.Finally,by numerical simulation method the quality of three estimates are compared.The results show that,under Stein loss function,when the sample size n tends to infinity,all the three premium estimator convergence to risk premiums respectively.In addition,the robustness of hierarchical Bayes estimator is better than that of two other estimator.

参考文献/References:

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相似文献/References:

[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.
　ZHENG Dan,ZHANG Yi,WEN Li-min.The Credibility Models with Time Changeable Effects[J].Journal of Jiangxi Normal University:Natural Science Edition,2012,(02):249.

备注/Memo

备注/Memo:
国家自然科学基金(71001046,71361015)；中国博士后科学基金(2013M540534)；江西省教育厅基金(GJJ13217)
更新日期/Last Update: 1900-01-01