| 对数误差平方损失函数下的信度模型 |
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| 引用本文： | 张强,吴黎军.对数误差平方损失函数下的信度模型[J].山东师范大学学报(自然科学版),2012,27(1):34-37. |
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| 作者姓名： | 张强 吴黎军 |
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| 作者单位： | 新疆大学数学与系统科学学院,830046,乌鲁木齐 |
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| 摘 要： | 笔者在考虑投保人历史索赔数据存在相关性的基础上,利用对数线性回归模型在对数误差平方损失函数下讨论了Bühlmann信度模型,推导了信度因子,并给出了线性信度保费计算公式.
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| 关 键 词： | 相关性 对数误差平方损失函数 信度因子 |
CAEDIBILITY THEORY OBTAINED BY USING THE LOGARITHM OF THE SQUARED ERROR LOSS FUNCTION |
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| Zhang Qiang
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Wu Lijun.CAEDIBILITY THEORY OBTAINED BY USING THE LOGARITHM OF THE SQUARED ERROR LOSS FUNCTION[J].Journal of Shandong Normal University(Natural Science),2012,27(1):34-37. |
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| Authors: | Zhang Qiang Wu Lijun |
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| Institution: | Zhang Qiang Wu Lijun ( School of Mathematics and System Sciences, Xinjiang University, 830046,Urumqi,China ) |
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| Abstract: | In this paper, considering the history discussing the Btihlmann credibility model on Logarithm of the insured claims data based on the of the square error loss function by using correlation, log - linear regression models, we derive credibility factor and give a linear credibility premiums calculate formula. |
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| Keywords: | correlation Logarithm of the squared error loss function credibility factor |
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