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高校应用数学学报
高校应用数学学报  2015, Vol. 30 Issue (3): 340-346    
    
指数保费原理下的具有截尾分位数的信度估计
赵珍, 吴黎军
新疆大学 数学与系统科学学院, 新疆乌鲁木齐 830046
Credibility theory of the exponential premium principle based on quantile and trimming
ZHAO Zhen, WU Li-jun
School of Mathematics and System Science, Xinjiang University, Urumqi 830046, China
 全文: PDF 
摘要： 在指数保费原理下, 考虑分位数以及截尾数据来讨论相应的信度保费, 分别得到了单合同和多合同下的未来索赔的信度估计,并给出了相应的信度保费表达式,从而推广了经典的信度理论.
关键词： 指数保费原理;  分位数;  截尾数据;  信度估计    
Abstract: The credibility premiums based on the quantile and trimming under the exponential premium principle are discussed, respectively. Thus the credibility estimates of the future claim under the single contract and multi contracts are obtained, and the corresponding credibility premiums are derived, which generalizes the classical credibility theory.
Key words: exponential premium principle    quantile    trimming    credibility estimation
收稿日期: 2014-04-16 出版日期: 2018-05-27
CLC:  O211.5  
基金资助: 国家自然科学基金(11361058)
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引用本文:

赵珍, 吴黎军. 指数保费原理下的具有截尾分位数的信度估计[J]. 高校应用数学学报, 2015, 30(3): 340-346.

ZHAO Zhen, WU Li-jun. Credibility theory of the exponential premium principle based on quantile and trimming. Applied Mathematics A Journal of Chinese Universities, 2015, 30(3): 340-346.

链接本文:

http://www.zjujournals.com/amjcua/CN/    或    http://www.zjujournals.com/amjcua/CN/Y2015/V30/I3/340

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