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指数保费原理下的具有截尾分位数的信度估计

Credibility theory of the exponential premium principle based on quantile and trimming
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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. 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.
作者 赵珍 吴黎军
机构地区 新疆大学数学与系统科学学院
出处 《高校应用数学学报（A辑）》 CSCD 北大核心 2015年第3期340-346,共7页 Applied Mathematics A Journal of Chinese Universities(Ser.A)
基金 国家自然科学基金(11361058)
关键词 指数保费原理 分位数 截尾数据 信度估计 exponential premium principle quantile trimming credibility estimation
分类号 O211.5 [理学—概率论与数理统计]
  • 相关文献

参考文献17

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二级参考文献14

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高校应用数学学报（A辑）
2015年 第3期

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