| 误差等相关的信度模型（英） |
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| 引用本文： | 温利民,王伟,俞雪梨.误差等相关的信度模型（英）[J].华东师范大学学报(自然科学版),2009,2009(5):118-126，137. |
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| 作者姓名： | 温利民 王伟 俞雪梨 |
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| 作者单位： | 1. 华东师范大学统计与精算学系,上海,200241;江西师范大学数信学院,南昌江西,3300221
2. 华东师范大学统计与精算学系,上海,200241 |
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| 基金项目： | 华东师范大学优秀博士基金 |
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| 摘 要： | 首先，在假设误差呈现等相关的正态-正态分布下得到Bayes保费，表明正是精确信度的形式.其次，建立了误差等相关的Bühlmann信度模型，得到了相应的 信度估计.在引进了合同之间的自然权重后将该模型推广到Bühlmann-Straub信度情形.但是结果表明，在Bühlmann-Straub模型下信度估计仅拥有广义的“信度”形式.
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| 关 键 词： | 信度保费 误差等相关 正交投影 信度估计 信度保费 误差等相关 正交投影 信度估计 |
| 收稿时间： | 2009-2-27 |
| 修稿时间： | 2009-5-18 |
Credibility models with error uniform dependence |
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| WEN Li-min,WANG Wei,YU Xue-li.Credibility models with error uniform dependence[J].Journal of East China Normal University(Natural Science),2009,2009(5):118-126，137. |
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| Authors: | WEN Li-min WANG Wei YU Xue-li |
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| Institution: | 1.Department of Statistics and Actuarial Science, East China Normal University, Shanghai 200241,China; 2. Institute of mathematics and information science, Jiangxi Normal University, Jiangxi 330022,China |
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| Abstract: | Firstly, the errors were assumed to be uniformly dependent in normal-normal cases and the Bayes premiums were derived in this model which show that it is the exact credibility. Secondly, the Bühlmann's credibility models with uniform dependence were built, and the corresponding credibility estimators were derived. In addition, the models were extended to Bülmann-Straub credibility in which the natural weights among contracts were introduced. However, the credibility estimators of individual premium under Bühlmann-Straub model have only the generalized form of "credibility". |
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| Keywords: | credibility premium error uniform dependent orthogonal projection credibility estimator |
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