| 具有多合同的广义加权保费的信度估计(英文) |
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| 引用本文： | 温利民,梅国平,郑雄军.具有多合同的广义加权保费的信度估计(英文)[J].应用概率统计,2013,29(3):225-236. |
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| 作者姓名： | 温利民 梅国平 郑雄军 |
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| 作者单位： | 1. 江西师范大学数学与信息科学学院,南昌,330022;江西财经大学信息管理学院,南昌,330013
2. 江西师范大学数学与信息科学学院,南昌,330022 |
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| 摘 要： | 本文讨论了广义加权保费原理下的信度估计,并把结论推广到多合同模型.通过概率分布的变换,本文得到了多合同模型下广义加权保费的非齐次和齐次信度估计.并且讨论了这些估计的统计性质.最后,运用重抽样方法讨论了信度因子中未知结构参数的估计.数值模拟表明,非齐次信度估计能运用于保险实际.
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| 关 键 词： | 损失函数 广义加权保费 信度估计 齐次估计 重抽样方法 |
Credibility Estimator of the Generalized Weighted Premium with Multitude Contracts |
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| WEN LIMIN
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MEI GUOPING
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ZHENG XIONGJUN.Credibility Estimator of the Generalized Weighted Premium with Multitude Contracts[J].Chinese Journal of Applied Probability and Statisties,2013,29(3):225-236. |
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| Authors: | WEN LIMIN MEI GUOPING ZHENG XIONGJUN |
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| Institution: | College of Mathematics and Information Science, Jiangxi Normal University, School of Information Management, Jiangxi University of Finance and Economics |
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| Abstract: | The credibility estimator under the generalized
weighted premium principle were discussed. The results were also
extended to the versions of multitude contracts. By transforming the
probability distribution, the inhomogeneous and homogeneous
credibility estimators in the multitude models were derived, and
some statistical properties of those estimators were discussed.
Furthermore, the structure parameters in credibility factor were
estimated by bootstrap techniques. Finally, the simulation study is
presented and shows that the inhomogeneous estimator are good enough
to use in practice. |
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| Keywords: | Loss function the generalized weighted premium credibility estimator homogeneous estimator bootstrap method |
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