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| Esscher保费原理下信度估计的比较 | |
| 引用本文： | 王伟,温利民,章溢.Esscher保费原理下信度估计的比较[J].华东师范大学学报(自然科学版),2010,2010(3):126-133. |
| 作者姓名： | 王伟 温利民 章溢 |
| 作者单位： | 1. 华东师范大学,统计与精算学系,上海,200241 2. 华东师范大学,统计与精算学系,上海,200241;江西师范大学,数学与信息科学学院,南昌,330022 3. 江西师范大学,数学与信息科学学院,南昌,330022 |
| 基金项目： | 华东师范大学优秀博士基金 |
| 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 |
| 收稿时间： | 2009-9-8 |
| 修稿时间： | 2009-11-11 |
Comparisons among credibility estimators under Esscher premium principle |
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| WANG Wei,WEN Li-min,ZHANG Yi.Comparisons among credibility estimators under Esscher premium principle[J].Journal of East China Normal University(Natural Science),2010,2010(3):126-133. | |
| Authors: | WANG Wei WEN Li-min ZHANG Yi |
| Institution: | 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 |
| 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. |
| Keywords: | credibility model Esscher premium principle estimator consistency |
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