基于多元Bühlmann-Straub信度模型的准备金估计  

Multivariate Bühlmann-Straub Credibility Model for Reserve Estimates

作　　者：张庆莉 梁季聆 万志奇 ZHANG Qingli;LIANG Jiling;WAN Zhiqi(School of Mechanical Engineering,Xinjiang Agriculture University,Urumqi,830052,China)

机构地区：[1]新疆农业大学数理学院,新疆乌鲁木齐830052

出　　处：《洛阳理工学院学报（自然科学版）》2023年第2期89-93,共5页Journal of Luoyang Institute of Science and Technology：Natural Science Edition

基　　金：2022年度新疆农业大学大学生创新项目(DXSCX2022397).

摘　　要：在多元Bühlmann-Straub信度模型下运用平衡损失函数给出准备金的信度估计。当ω=0时,结果与原模型结果一致,对原模型进行推广,给出实证分析。多元Bühlmann-Straub信度模型的误差要低于标准Bühlmann-Straub信度模型的误差。Based on multivariate Bühlmann-Straub credibility model,balanced loss function is used to estimate the credibility for reserves.Whenω=0,the result is the same with the original model,which is generalized and examples analyzed.The error for multivariate Bühlmann-Straub credibility model is lower than that in the standard model.

关 键 词：多元Bühlmann-Straub 平衡损失函数 信度理论 准备金 

分 类 号：F224.7[经济管理—国民经济]