平衡损失函数下具有两水平共同效应的信度模型  

The credibility model with two level common effects under balanced loss function

作　　者：王思敏 李岩 纪彩玲 买淑萍 WANG Simin;LI Yan;JI Cailing;MAI Shuping(School of Mathematical Statistics,Ningxia University,Yinchuan 750021,China)

机构地区：[1]宁夏大学数学统计学院,宁夏银川750021

出　　处：《山东理工大学学报（自然科学版）》2022年第2期58-65,共8页Journal of Shandong University of Technology:Natural Science Edition

基　　金：宁夏自然科学基金项目(2021AAC03010);宁夏大学大学生创新创业训练计划项目(Q2020107490067)。

摘　　要：在保险实务中,组合风险间与个体风险间分别具有一定的相依性,考虑保费的目标估计,采用正交投影的方法,在平衡损失函数下得到了未来保费的非齐次与齐次信度估计,进而给出了结构参数的无偏估计。结果表明,得到的信度估计具有经典信度模型的加权形式。In insurance practice,there exists certain dependence among portfolio risks and individual risks.Considering the target estimate of the premium,we derive the inhomogeneous and homogeneous credibility estimators of the future premium by the means of the orthogonal projection method under balanced loss function.Furthermore,we present the unbiased estimators of the structural parameters.The results show that the credibility estimators obtained has the weighted form of the classical credibility model.

关 键 词：平衡损失函数 共同效应 正交投影 信度估计 

分 类 号：O212.1[理学—概率论与数理统计]