| Mlinex损失函数下的信度递归模型 |
| |
| 引用本文： | 赵珍,毕锋霄.Mlinex损失函数下的信度递归模型[J].吉首大学学报(自然科学版),2019,40(2):16-20. |
| |
| 作者姓名： | 赵珍 毕锋霄 |
| |
| 作者单位： | 新疆财经大学统计与信息学院,新疆乌鲁木齐,830012;69236部队,新疆沙湾,832100 |
| |
| 基金项目： | 新疆自治区教育厅人文社科基地项目（XJEDU2017RS053）；新疆财经大学校级科研项目（2016XYB013） |
| |
| 摘 要： | 用Mlinex损失函数代替平方损失函数，得到了一个信度递归模型，即第t+1年的信度保费是第t年的索赔额、第t年的信度保费和集体保费的加权和.证明了该信度递归模型对年份较近的索赔额赋予更大的权重，对年份较远的索赔额赋予较小的权重.
|
| 关 键 词： | Mlinex损失函数 信度保费 递归模型 |
Credibility Recursive Model Based on Mlinex Loss Function |
| |
| ZHAO Zhen,BI Fengxiao.Credibility Recursive Model Based on Mlinex Loss Function[J].Journal of Jishou University(Natural Science Edition),2019,40(2):16-20. |
| |
| Authors: | ZHAO Zhen BI Fengxiao |
| |
| Institution: | (1.School of Statistics and Information,Xinjiang University of Finance and Economics,Urumqi 830012,China;2.69236 Army,Shawan 832100,Xinjiang China) |
| |
| Abstract: | A credibility recursive model is established by replacing the square loss function with Mlinex loss function.The credibility premium of the (t+1)th year is the weight of the tth year's claim,the tth year's credibility premium and the collective premium.This model is proved to give larger weight to the claims of more recent years and less weight to the claims of more distant years. |
| |
| Keywords: | Mlinex loss function credibility premium recursive model |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
| 点击此处可从《吉首大学学报(自然科学版)》浏览原始摘要信息 |
| 点击此处可从《吉首大学学报(自然科学版)》下载免费的PDF全文 |
