| 具有时间变化效应的信度模型 |
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| 引用本文： | 郑丹,章溢,温利民.具有时间变化效应的信度模型[J].江西师范大学学报(自然科学版),2012,0(3):249-252. |
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| 作者姓名： | 郑丹 章溢 温利民 |
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| 作者单位： | 江西师范大学数学与信息科学学院,江西南昌,330022；江西师范大学计算机信息工程学院,江西南昌330022 |
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| 基金项目： | 国家自然科学基金(71001046);江西省自然科学基金(20114BAB211004)资助项目 |
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| 摘 要： | 利用信度理论方法研究了具有时间变化效应的风险保费的估计问题.结论表明,具有时间变化效应的信度模型,其信度估计仍然是个体索赔数据与聚合保费的加权平均,且信度因子依赖时间变化效应,从而推广了经典的信度原理
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| 关 键 词： | 信度估计 时间变化效应 正交投影 |
The Credibility Models with Time Changeable Effects |
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| ZHENG Dan,ZHANG Yi,WEN Li-min.The Credibility Models with Time Changeable Effects[J].Journal of Jiangxi Normal University (Natural Sciences Edition),2012,0(3):249-252. |
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| Authors: | ZHENG Dan ZHANG Yi WEN Li-min |
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| Institution: | 1(1.College of Mathematics and Informatics,Jiangxi Normal University,Nanchang Jiangxi 330022,China;2.College of Computer Information Engineering,Jiangxi Normal University,Nanchang Jiangxi 330022,China) |
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| Abstract: | The credibility premiums with time changeable effects are derived by means of credibility theory methods.Conclusions show that credibility estimator of the credibility models with time changeable effects can still be expressed as weighted sums of claim data and collective premium,and the credibility factor depends on the time changeable effects.Thus the classical credibility theory is generalized. |
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| Keywords: | credibility estimator time changeable effects orthogonal projection |
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