| 平衡指数损失函数下的信度保费 |
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| 引用本文： | 张强,倪科社,吴黎军.平衡指数损失函数下的信度保费[J].经济数学,2014(2):106-110. |
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| 作者姓名： | 张强 倪科社 吴黎军 |
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| 作者单位： | 石河子大学理学院;新疆大学数学与系统科学学院; |
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| 基金项目： | 国家自然科学基金(编号:11361058) |
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| 摘 要： | 在经典的信度保费模型中,得到的信度保费估计均是考虑的是纯保费,然而在保险实务中,保险公司收取的保费不可能是纯保费,必须具有正的安全负荷.在平衡指数损失函数下,研究了多合同的信度保费模型.利用正交投影方法,得到了未来保费的信度估计.最后对估计进行了数值模拟.
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| 关 键 词： | 平衡指数损失函数 信度估计 正交投影 |
The Credibility Premium with Balanced Exponential Loss Function |
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| ZHANG Qiang,NI Ke-she,Wu Li-jun.The Credibility Premium with Balanced Exponential Loss Function[J].Mathematics in Economics,2014(2):106-110. |
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| Authors: | ZHANG Qiang NI Ke-she Wu Li-jun |
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| Institution: | 1. College of Sciences, Shihezi University, Shihezi 832003 China ; 2. College of Mathematics and System Science, Xinjiang University. , Urumqi 830046 China) |
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| Abstract: | In the classical credibility premium model,the credibility premium is derived under the net premium principle.But in insurance practice,the premiums charged by insurance companies can not be the net premium,and must have a positive safe-loading.This paper studied the multi-contract credibility model under balanced exponential loss function.Using the method of orthogonal proj ection,the credibility estimator of the future premium was derived.Finally,the estimator was shown by simulations. |
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| Keywords: | balanced loss function credibility estimator orthogonal proj ection |
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