THE CREDIBILITY MODELS WITH EQUAL CORRELATION RISKS  

作　　者：Limin WEN Wenli DENG 

机构地区：[1]Institute of Mathematics and Information Science, Jiangxi Normal University, Nanehang 330022, China [2]Department of Statistics and Actuarial Science, East China Normal University, Shanghai 200241, China [3]Institute of Mathematics and Information Science, Jiangxi Normal University, Nanchang 330022, China.

出　　处：《Journal of Systems Science & Complexity》2011年第3期532-539,共8页系统科学与复杂性学报（英文版）

基　　金：supported by the Grants for Distinguished Phd Students in ECNU under Grant No.2009028;the Science Foundation(Youth) of the Education Department of Jiangxi under Grant No.G J J10096

摘　　要：In almost all credibility estimators considered previously, the claims are assumed to be independent over risks. However, from practical point of view, this paper investigates the credibility premium when risks are dependent on each other. The authors build the Biihlmann＇s credibility models to account for an equal correlation structure over risks, and parameter estimations are also considered. Some desired results are derived.

关 键 词：Credibility premium DEPENDENCE equal correlation projection. 

分 类 号：F270[经济管理—企业管理] O212.1[经济管理—国民经济]