共查询到14条相似文献,搜索用时 625 毫秒
1.
《数学的实践与认识》2015,(19)
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给出了具有通货膨胀因子的信度估计.结果表明,在考虑历史索赔数据的样本函数的情况下,当选取一个合适的权重,便可以得到下一期的最优信度保费估计.结论推广了仅在平方损失函数下得到的信度保费. 相似文献
2.
3.
在保险实务中,风险之间具有一定的相依结构.通过考虑保费的目标估计来对风险保费进行了研究,采用正交投影的方法求解了最优问题,在平衡损失函数下得到了风险等相关的齐次和非齐次信度估计.结果表明得到的信度估计具有经典信度模型的加权形式. 相似文献
4.
5.
《高校应用数学学报(A辑)》2020,(1)
结合核估计和信度理论的思想,建立了密度函数的Bayes模型,将条件密度函数的估计限定在核函数的线性组合中,通过最小化期望积分平方损失函数,得到了密度函数的信度估计,并研究了估计的统计性质,讨论了窗宽的最优选择方法;进而基于密度函数的信度估计,得到了各种保费原理中风险保费的信度估计,并与传统的信度估计进行了比较. 相似文献
6.
本文研究了信度模型问题.利用熵损失函数,获得了风险保费的信度估计和经验Bayes信度估计.所获结果是对现有风险保费信度估计和经验Bayes信度估计的一个补充. 相似文献
7.
在传统的B¨uhlmann信度理论中,信度估计仅仅适合净保费原理,并且很难直接推广到更一般的保费原理中.本文根据随机变量的矩母函数定义一种统一的保费原理—矩相关保费原理,进而,将信度理论的思想运用于估计风险随机变量的矩母函数,给出矩相关保费原理中风险保费的经验厘定估计,并证明估计的统计性质.结果表明,在净保费原理和指数保费原理中,已有的信度估计是本文估计的特殊情形;在方差保费原理中,本文得到的估计要优于已有的信度估计.最后,通过数值模拟的方法验证新的信度估计的相合性和渐近正态性,并在小样本条件下比较本文估计与已有估计的均方误差. 相似文献
8.
9.
10.
11.
In the classical credibility theory, the credibility premium is derived on the basis of pure premium. However, the insurance
practice demands that the premium must be charged under some adaptable premium principle and serves the purpose for insurance
business. In this paper, the balanced credibility models have been built under exponential principle, and the credibility
estimator of individual exponential premium is derived. This result is also extended to the versions of multitude contracts,
and the estimation of the structure parameters is investigated. Finally, the simulations have been introduced to show the
consistency of the credibility estimator and its differences from the classical one. 相似文献
12.
13.
In this paper, MLINEX loss function was considered to solve the problem of high premium in credibility models. The Bayes premium and credibility premium were obtained under MLINEX loss function by using a symmetric quadratic loss function. A credibility model with multiple contracts was established and the corresponding credibility estimator was derived under MLINEX loss function. For this model the estimations of the structure parameters and a numerical example were also given. 相似文献
14.
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. 相似文献