Weibull计数模型下索赔频率的Bühlmann-starb信度估计  

Bühlmann-starb Credibility Estimation of Claim Frequency Under Weibull Count Model

作　　者：曾欢琴 吴黎军[1] ZENG Huanqin;WU Lijun(Xinjiang University,Urumqi 830046,China)

机构地区：[1]新疆大学数学与系统科学学院,新疆乌鲁木齐830046

出　　处：《洛阳理工学院学报（自然科学版）》2018年第3期76-80,共5页Journal of Luoyang Institute of Science and Technology：Natural Science Edition

基　　金：国家自然科学基金项目(11361058)

摘　　要：在Bühlmann-starb信度模型下运用平衡损失函数对索赔频率进行信度估计,得到索赔频率的Bühlmannstarb信度估计。此结果推广了在平方损失函数下索赔频率的Bühlmann-starb信度估计,并得到索赔频率服从Weibull计数模型时的参数估计。Based on Buhlmann-starb model, in this paper, the claim frequency is estimated by using the balanced loss function and its Buhlmann-starb credibility estimation is obtained. It is clear that Buhlmann-starb credibility estimation is generalized under the square loss function. When the claim frequency obeys Weibull counting model, the parameter estimation are obtained.

关 键 词：Buhlmann—starb信度模型 平衡损失函数 Weibull计数模型 

分 类 号：O212.2[理学—概率论与数理统计]