| 具有线性趋势回归信度模型异方差的score检验 |
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| 引用本文： | 江南,林金官,冯翠莲.具有线性趋势回归信度模型异方差的score检验[J].纯粹数学与应用数学,2010,26(5):858-866. |
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| 作者姓名： | 江南 林金官 冯翠莲 |
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| 作者单位： | 连云港师范高等专科学校数学系,江苏,连云港,222006;东南大学数学系,江苏,南京,210096;东南大学数学系,江苏,南京,210096;北京市经济管理干部学院信息系,北京,100102 |
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| 摘 要： | 回归信度模型在保险研究中具有重要的作用.本文分险种内部,险种之间,险种内部及之间三种情形讨论了具有线性趋势回归信度模型异方差的score检验问题.首先推导了异方差存在性检验的score检验统计量,然后利用Monte-Carlo方法模拟了这几种检验统计量的功效,功效模拟结果显示：这几种检验统计量都有很好的检验效果.最后利用文中所得到的检验方法对旅客意外身体伤害保险数据进行了实例分析.
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| 关 键 词： | 回归信度模型 异方差 score检验 功效模拟 |
Score testing of variance heterogeneity for regression credibility model with linear trend |
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| JIANG Nan,LIN Jin-guan,FENG Cui-lian.Score testing of variance heterogeneity for regression credibility model with linear trend[J].Pure and Applied Mathematics,2010,26(5):858-866. |
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| Authors: | JIANG Nan LIN Jin-guan FENG Cui-lian |
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| Institution: | 1. Department of Mathematics, Lianyungang Teacher＇s College, Lianyungang 222006,China; 2. Department of Mathematics, Southeast University, Nanjing 210096,China;3. Department of Information Science, Economic Management Institute, Beijing 100102, China) |
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| Abstract: | The regression credibility models play very important role in study of insurance.In this paper,the score tests of within-insurance kinds,between-insurance kinds and within-and between-insurance kinds variance heterogeneity are discussed for the regression credibility model with linear trend.Firstly,the score test statistics are derived for the existence of variance heterogeneity.Then the power simulation of the statistics are given by using the Monte-Carlo method,which shows that the test statistics have th... |
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| Keywords: | regression credibility model variance heterogeneity score test power simulation |
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