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风险非同质时索赔次数的分布拟合的估计与检验问题 总被引:5,自引:0,他引:5
在非寿险精算中 ,索赔次数的分布一般假设为泊松分布 P(λ) .风险非同质时 λ的分布称为混合分布 .本文考虑了混合分布为三参数伽玛分布时的参数估计以及位置参数的检验问题 相似文献
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陈雪东 《数学的实践与认识》2005,35(4):160-164
对于保单组合赔付次数及赔付额的计算,是非寿险精算研究的一项基本内容.讨论了非同质风险下的保单组合,在赔付次数采用混合泊松分布拟合时的两种情况下赔付额分布的计算,给出了相应的迭代公式. 相似文献
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陈旭 《数学物理学报(A辑)》2022,(1):306-320
利用最小最大鞅测度方法研究了一个具有不确定寿命的有工资收入者(职员)所面临的最优寿险消费投资问题.金融市场由一种无风险资产和一种风险资产组成,风险资产价格动态由指数Lévy过程刻画.工资所有者的目标是期望效用最大化.基于最小最大鞅测度,该文得到了各种效用函数下最优策略的显式解,并通过数值模拟讨论了参数对最优策略的影响. 相似文献
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《数理统计与管理》2017,(1):126-138
在欧盟以风险为核心的Solvency II监管框架下,非寿险准备金传统评估问题正向准备金风险管理新问题转化,准备金风险的识别、度量与控制已成为非寿险精算理论和实务重点关注的前沿问题。本文系统讨论非寿险一年期准备金风险的概念及其度量模型与方法。首先,通过实例直观阐述一年期准备金风险与索赔进展结果(CDR)的内涵;其次,基于贝叶斯对数正态模型,利用MCMC方法和R软件,随机模拟CDR的预测分布,并用CDR预测分布的统计特征来度量非寿险一年期准备金风险;最后,将欧洲保险公司实际索赔数据代入以上模型和步骤进行实证分析。研究表明,基于MCMC随机模拟方法获得的CDR预测分布,能够更加稳健和有效地度量非寿险一年期准备金风险。 相似文献
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Communicated by D.R.Brown 相似文献
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基于学习—遗忘效应的生产率降低损失索赔研究 总被引:1,自引:0,他引:1
建设工程项目很多具有重复性施工的特点,本文利用这种特点将学习-遗忘效应应用到平衡作业线(LOB)方法中,分析因为工程中断造成生产率的降低的现象,认为因生产率降低而导致工程工期的延长实际上超过工程实际中断的时间,最后以一个工程案例来说明分析过程. 相似文献
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Xu Mingwei 《数学学报(英文版)》1994,10(2):143-148
We give a treatment of the Weiertrass points of curves which is a little different from the treatment by Laksov. We introduce
the notion of theith weight which makes the treatment easier and gives an algorithm for computing the gap sequence of an effective divisor and
the weight at a point.
Supported in part by NNSF of China. 相似文献
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Rendiconti del Circolo Matematico di Palermo Series 2 - A closed densely defined operatorT on a Banach spaceX is called normal, iff $$T \in [C^0 (\hat \not C)]$$ , i.e. there is a homomorphism... 相似文献
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R. V. Ambartzumian 《Probability Theory and Related Fields》1976,37(2):145-155
Every c-finite measure Μ on the set G of the lines on the plane such that $$(0){\text{ }}\mu {\text{(\{ g}} \in G:{\text{ }}P \in {\text{g\} ) = 0}}$$ for every point P?R 2 generates a pseudo-metric F on the plane when one puts F P 1, P 2= \(\tfrac{1}{2}\) μ({g∈G:g separates the points P 1 and P 2}) The pseudo-metrics which are generated in this way possess the property of linear additivity, that is F(P 1,P 3)=F(P 1,P 2)+F(P 2,P 3) for P 1,P 2,P 3 on a line, P 2 between P 1 and P 3, and are continuous with respect to the Euclidean topology in R 2 × R 2. In this paper we prove the converse: every linear additive and continuous pseudo-metric F is generated as above by some c-finite measure Μ on G for which (0) holds. The method of proof shows that values of linearly additive and continuous pseudo-metric F inside every bounded convex polygon C are determined completely by the values of F on (δC)2. The representation of pseudo-metrics by measures is useful in derivation of inequalities for the former. 相似文献
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《Discrete Mathematics》2022,345(12):113091
We extend the duality between acyclic orientations and totally cyclic orientations on planar graphs to dualities on graphs on orientable surfaces by introducing boundary acyclic orientations and totally bi-walkable orientations. In addition, we provide a reciprocity theorem connecting local tensions and boundary acyclic orientations. Furthermore, we define the balanced flow polynomial which is connected with tension polynomial by duality and with totally bi-walkable orientations by reciprocity. 相似文献