|
|||||
|
|
| 矩相关保费原理中具有风险相依结构的信度模型 | |
| 引用本文： | 李新鹏,吴黎军. 矩相关保费原理中具有风险相依结构的信度模型[J]. 江西师范大学学报(自然科学版), 2021, 45(4): 349-352+375. DOI: 10.16357/j.cnki.issn1000-5862.2021.04.05 |
| 作者姓名： | 李新鹏 吴黎军 |
| 作者单位： | 新疆农业大学数理学院,新疆 乌鲁木齐 830052;新疆大学数学与系统科学学院,新疆 乌鲁木齐 830046 |
| 摘 要： | 在经典信度理论中,信度估计只适合净保费原理,很难推广到一般的保费原理,并且其假设保单组合不同保单索赔额之间独立,没有考虑风险之间相依性.该文根据一种统一的保费原理(即矩相关保费原理),考虑风险之间的相依性,运用信度理论方法估计风险随机变量的矩母函数,给出在矩相关保费原理中具有风险相依结构的保费估计,并且给出结构参数的无偏估计,从而推广了经典信度理论. |
| 关 键 词： | 矩相关保费原理 风险相依结构 信度保费 |
The Credibility Model with Risks Dependence Structure for Moment-Related Premium Principle |
|
| LI Xinpeng,WU Lijun. The Credibility Model with Risks Dependence Structure for Moment-Related Premium Principle[J]. Journal of Jiangxi Normal University (Natural Sciences Edition), 2021, 45(4): 349-352+375. DOI: 10.16357/j.cnki.issn1000-5862.2021.04.05 | |
| Authors: | LI Xinpeng WU Lijun |
| Affiliation: | 1.College of Mathematics and Physics,Xinjiang Agriculture University,Urumqi Xinjiang 830052,China; 2.College of Mathematics and System Sciences,Xinjiang University,Urumqi Xinjiang 830046,China |
| Abstract: | The classical credibility theory can only compute experience net premiums and is difficult to be transplanted to general premium calculation principles.On the other hand,it assumes that the claim amounts of different insurance policy in a portfolio are independent,it doesn't consider the risks' dependence.An unified premium principle that is moment-related premium principle which can be expressed as functional of moment generating functions and considers risks' dependence is used.The credibility idea is applied to moment generating functions and the estimates of risk premiums with risks dependence structure are established,the unbiased estimators of structure parameters are obtained,thus generalizing the classical credibility theory. |
| Keywords: | moment-related premium principle risks dependence structure credibility premium |
| 本文献已被 万方数据 等数据库收录！ | |
| 点击此处可从《江西师范大学学报(自然科学版)》浏览原始摘要信息 | |
| 点击此处可从《江西师范大学学报(自然科学版)》下载全文 | |