具有多合同的广义加权保费的信度估计(英文)  

Credibility Estimator of the Generalized Weighted Premium with Multitude Contracts

作　　者：温利民[1,2] 梅国平[1,2] 郑雄军[1] 

机构地区：[1]江西师范大学数学与信息科学学院,南昌330022 [2]江西财经大学信息管理学院,南昌330013

出　　处：《应用概率统计》2013年第3期225-236,共12页Chinese Journal of Applied Probability and Statistics

基　　金：supported by Chinese NSF(71001046,71063006);NSF of Jiangxi Province(20114BAB211004)

摘　　要：本文讨论了广义加权保费原理下的信度估计,并把结论推广到多合同模型.通过概率分布的变换,本文得到了多合同模型下广义加权保费的非齐次和齐次信度估计.并且讨论了这些估计的统计性质.最后,运用重抽样方法讨论了信度因子中未知结构参数的估计.数值模拟表明,非齐次信度估计能运用于保险实际.The credibility estimator under the generalized weighted premium principle were discussed. The results were also extended to the versions of multitude contracts. By transforming the probability distribution, the inhomogeneous and homogeneous credibility estimators in the multitude models were derived, and some statistical properties of those estimators were discussed. Furthermore, the structure parameters in credibility factor were estimated by bootstrap techniques. Finally, the simulation study is presented and shows that the inhomogeneous estimator are good enough to use in practice.

关 键 词：损失函数 广义加权保费 信度估计 齐次估计 重抽样方法 

分 类 号：O212[理学—概率论与数理统计]