华东师范大学学报(自然科学版) ›› 2010, Vol. 2010 ›› Issue (3): 126-133.

• 应用数学与基础数学 • 上一篇    下一篇

Esscher 保费原理下信度估计的比较

王伟1,温利民1,2, 章溢2   

  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 数学与信息科学学院, 南昌;330022
  • 收稿日期:2009-09-08 修回日期:2009-11-11 出版日期:2010-05-25 发布日期:2010-05-25
  • 通讯作者: 温利民

The comparisons among credibility estimators under Esscher premium principle

WANG Wei1, WEN Li-min1,2, ZHANG Yi2   

  1. 1. Department of Statistics and actuarialcience,East China Normal University, Shanghai 200241, China;2. Department of Mathematics and information science, JiangXi Normal University, Nanchang, 330022, China
  • Received:2009-09-08 Revised:2009-11-11 Online:2010-05-25 Published:2010-05-25
  • Contact: WEN Li-min

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摘要： 在Esscher保费原理下建立了信度模型,得到在Esscher保费原理下风险保费的 Bayes 保费, Bayes估计、信度保费与信度估计. 比较了这几个估计的异同,并证明了这些估计的相合性. 最后, 用模拟的方法验证了相应的结论.

关键词: 信度模型, 保费原理, 估计, 相合性, 信度模型, 保费原理, 估计, 相合性

Abstract: This paper built the credibility model under Esscher premium principle, and derived the Bayes premium, Bayes estimator, credibility premium and credibility estimator of individual premium under Esscher premium principle correspondingly. In addition, the differences and connections among those estimators were compared, and the consistency were proved. Finally, the results were shown by simulations.

Key words: Esscher premium principle, estimator, consistency, credibility model, Esscher premium principle, estimator, consistency

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