[1]章 溢.保费计算原理的比较及最优性分析[J].江西师范大学学报(自然科学版),2023,(01):15-24.
　ZHANG Yi.The Comparison and Optimality Analysis of Insurance Premium Calculation Principles[J].Journal of Jiangxi Normal University:Natural Science Edition,2023,(01):15-24.
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保费计算原理的比较及最优性分析()
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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:
2023年01期
页码:
15-24
栏目:
金融统计与保险精算
出版日期:
2023-01-25

文章信息/Info

Title:
The Comparison and Optimality Analysis of Insurance Premium Calculation Principles
作者:
章 溢
(江西师范大学财政金融学院,江西 南昌 330022)
Author(s):
ZHANG Yi
(School of Finance,Jiangxi Normal University,Nanchang Jiangxi 330022,China)
关键词:
保费计算原理;  风险度量;  最优性;  Bootstrap;  VaR
Keywords:
premium calculation principle;  risk measurement;  optimality;  Bootstrap;  VaR
分类号:
O 211
文献标志码:
A
摘要:
该文先从保费计算原理的需要满足的性质出发,对非寿险精算的常用保费计算原理的理论和实际应用进行了分析和比较.然后,基于保费估计的标准差准则,对各种保费计算原理的最优性进行了分析.最后,利用Bootstrap方法对丹麦火灾保险损失数据进行重抽样,根据重抽样的数据再次对保费计算原理的最优性进行了验证.
Abstract:
The principle of premium calculation is the theoretical basis for insurance companies to price premiums.For non-life insurance companies,the selection of premium principles plays a vital role.According to the properties needed to satisfy of the principle of premium calculation,this article reviews and compares the theories and practical applications of the premium calculation principle commonly used in non-life insurance.Based on the standard deviation criterion,the optimality of various premium calculation principles is analyzed.Finally,the Bootstrap method is used to resample the Danish fire insurance loss data,and the optimality of the insurance premium principle is verified again based on the resampled data.

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备注/Memo

备注/Memo:
收稿日期:2022-09-10
基金项目:国家自然科学基金(72263019)资助项目.
作者简介:章 溢(1985—),女,江西南昌人,讲师,博士,主要从事经济统计与保险精算研究.E-mail:153574268@qq.com
更新日期/Last Update: 2023-01-25