华东师范大学学报(自然科学版) ›› 2009, Vol. 2009 ›› Issue (5): 118-126，.

• 应用数学与基础数学 • 上一篇    下一篇

误差等相关的信度模型（英）

温利民1,2, 王 伟1, 俞雪梨1   

  1. 1.华东师范大学 统计与精算学系, 上海 200241; 2. 江西师范大学数信学院,南昌 江西 330022
  • 收稿日期:2009-02-27 修回日期:2009-05-18 出版日期:2009-09-25 发布日期:2014-10-13
  • 通讯作者: 温利民

Credibility models with error uniform dependence

WEN Li-min1,2, WANG Wei1, YU Xue-li1   

  1. 1.Department of Statistics and Actuarial Science, East China Normal University, Shanghai 200241,China; 2. Institute of mathematics and information science, Jiangxi Normal University, Jiangxi 330022,China
  • Received:2009-02-27 Revised:2009-05-18 Online:2009-09-25 Published:2014-10-13
  • Contact: WEN Li-min

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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Bühlmann-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.

关键词: 信度保费, 误差等相关, 正交投影, 信度估计, 信度保费, 误差等相关, 正交投影, 信度估计

Abstract: 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 Bühlmann’s credibility models with uniform dependence were built, and the corresponding credibility estimators were derived. In addition, the models were extended to Bühlmann-Straub credibility in which the natural weights among contracts were introduced. However, the credibility estimators of individual premium under Bühlmann-Straub model have only the generalized form of "credibility".

Key words: error uniform dependent, orthogonal projection, credibility estimator, credibility premium, error uniform dependent, orthogonal projection, credibility estimator

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