基于左截尾g-h分布的船舶溢油损失分布拟合研究  

Research Based on Fitting the Left Truncated G-H Distribution to Ship Oil Spill Data

作　　者：田荣洁[1] 程金香[1] 胡玉生[2] 李金林[2] 

机构地区：[1]交通运输部规划研究院,北京100022 [2]北京理工大学管理与经济学院,北京100081

出　　处：《数学的实践与认识》2014年第10期72-78,共7页Mathematics in Practice and Theory

摘　　要：由于船舶溢油损失对保险公司的影响非常大,保险费率厘定过程中对损失分布拟合的研究非常重视.以全国船舶溢油事故损失数据为样本,对船舶溢油损失序列的分布特征进行研究.通过实证研究发现,船舶溢油损失数据不服从正态分布,具有"右偏、尖峰、厚尾"的特性.考虑船舶溢油损失数据的左截尾特性,将左截尾g-h分布引入船舶溢油损失序列的分布拟合中,结果表明,这种分布对船舶溢油损失数据的拟合效果与传统分布相比更好.Since the severe impact of oil spill of ships loss on the insurance company,the loss distribution fitting research on determining the premium is very important.In this paper,oil spill of ships loss distribution characteristics were studied.According to the samples of oil spills from ships loss data in China,Ship oil spill loss data are not normally distributed and has a ＂right skewness,sharp peak,heavy tail＂ feature instead.Due to the characteristics of left truncated data,this paper use the left g-h distribution to test the oil spill loss distribution fitting effect.The results show that the g-h distribution effect is better than the traditional distribution.

关 键 词：船舶溢油损失分布 G-H分布 左截尾 尖峰 厚尾 

分 类 号：U698.7[交通运输工程—港口、海岸及近海工程] O211.3[交通运输工程—船舶与海洋工程]