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| 引用本文： | ����,������,�����.������ر���ԭ���·��ձ��ѵľ��鱴Ҷ˹����[J].应用概率统计,2018,34(4):345-363. |
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| 作者姓名： | ���� ������ ����� |
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| 作者单位： | ??????????????, ???, 330022; ???????????????, ???, 330013 |
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| 摘 要： |
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| 关 键 词： | ????????????? ?????? ?????? ??????? ???鱴?????? |
Empirical Bayes Estimators of Risk Premium under Variance Related Premium Principle |
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| ZHANG Yi,ZHANG Xiankun,WEN Limin.Empirical Bayes Estimators of Risk Premium under Variance Related Premium Principle[J].Chinese Journal of Applied Probability and Statisties,2018,34(4):345-363. |
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| Authors: | ZHANG Yi ZHANG Xiankun WEN Limin |
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| Institution: | Department of Statistics, Jiangxi Normal University, Nanchang, 330022, China; School of Statistics, Jiangxi University of Finance and Economics, Nanchang, 330013, China |
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| Abstract: | Variance related premium principle is one of the most important principles not only in practice applications but also in research field of actuarial science. In this paper, the Bayesian models are established under variance related premium principle. The Bayesian estimate and credibility estimate of risk premium are derived. Furthermore, some statistical properties of estimators are discussed. In the models with multitude contract data, the unbiased consistent estimates of the structure parameters are proposed. Finally, the empirical Bayes estimator are proved to be asymptotically optimal. |
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| Keywords: | variance related premium principle credibility estimator structure parameter risk premium empirical Bayesian estimator |
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