摘要
首先,在假设误差呈现等相关的正态-正态分布下得到Bayes保费,表明正是精确信度的形式.其次,建立了误差等相关的Bühlmann信度模型,得到了相应的信度估计.在引进了合同之间的自然权重后将该模型推广到Biihlmann-Straub信度情形.但是结果表明,在Bühlmann-Straub模型下信度估计仅拥有广义的"信度"形式.
Firstly, the errors were assumed to be uniformly dependent in normal-normal cases and the Bayes premiums were derived in this model which show that it is the exact credibility. Secondly, the Biihlmann＇s credibility models with uniform dependence were built, and the corresponding credibility estimators were derived. In addition, the models were extended to Bfihlmann-Straub credibility in which the natural weights among contracts were introduced. However, the credibility estimators of individual premium under Bfihlmann-Straub model have only the generalized form of ＂credibility＂.
出处
《华东师范大学学报（自然科学版）》
CAS
CSCD
北大核心
2009年第5期118-126,137,共10页
Journal of East China Normal University(Natural Science)
基金
华东师范大学优秀博士基金
关键词
信度保费
误差等相关
正交投影
信度估计
credibility premium
error uniform dependent
orthogonal projection
credibility estimator.
