[1]李新鹏,吴黎军*.MLINEX损失函数下具有风险相依效应的信度模型[J].江西师范大学学报(自然科学版),2020,(01):17-19.[doi:10.16357/j.cnki.issn1000-5862.2020.01.04]
　LI Xinpeng,WU Lijun*.The Credibility Models with Risks Dependence Effects under MLINEX Loss Function[J].Journal of Jiangxi Normal University:Natural Science Edition,2020,(01):17-19.[doi:10.16357/j.cnki.issn1000-5862.2020.01.04]
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MLINEX损失函数下具有风险相依效应的信度模型()
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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01期
页码:
17-19
栏目:
数学与应用数学
出版日期:
2020-02-10

文章信息/Info

Title:
The Credibility Models with Risks Dependence Effects under MLINEX Loss Function
文章编号:
1000-5862(2020)01-0017-03
作者:
李新鹏1; 吴黎军2*
1.新疆农业大学数理学院,新疆 乌鲁木齐 830052; 2.新疆大学数学与系统科学学院,新疆 乌鲁木齐 830046
Author(s):
LI Xinpeng1; WU Lijun2*
1.College of Mathematics and Physics,Xinjiang Agriculture University,Urumqi Xinjiang 830052,China; 2.College of Mathematics and System Sciences,Xinjiang University,Urumqi Xinjiang 830046,China
关键词:
MLINEX损失函数;  相依效应;  信度保费
Keywords:
MLINEX loss function;  dependence effects;  credibility premium
分类号:
O 212
DOI:
10.16357/j.cnki.issn1000-5862.2020.01.04
文献标志码:
A
摘要:
该文既考虑了制定保费的公平性、合理性,又考虑了各风险组之间的相依效应,利用信度理论的方法得到了MLINEX损失函数下Bühlmann-Straub模型的具有特殊相依效应的信度保费,进而推导出MLINEX损失函数下Bühlmann模型的具有此种相依效应的信度保费,也得到了结构参数的估计量,因此,推广了经典信度理论.
Abstract:
Considering the premium's equity,various risk groups' dependent effects,using of the credibility theory method,the Bühlmann-Straub model is considered with special risks dependence effects under MLINEX loss function and the credibility premium is obtained.Furthermore,the Bühlmann model's premium is derived with the risks dependence effects under MLINEX loss function,and the estimators of structure parameters are obtained,therefore generalizing the classical credibility theory.

参考文献/References:

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备注/Memo

备注/Memo:
收稿日期:2019-02-18
基金项目:国家自然科学基金(11861064)资助项目.
通信作者:吴黎军(1961-),男,新疆伊犁人,教授,主要从事精算数学方面的研究.E-mail:xjmath@xju.edu.cn
更新日期/Last Update: 2020-02-10