重庆理工大学学报（自然科学版）2013，Vol.27Issue(4)：133-137,5.DOI:10.3969/j.issn.1674-8425(z).2013.04.027
平衡损失函数下具有时间变化效应的信度保费
The Credibility Premiums with Time Varying Effects under Balanced Loss Functions
摘要
Abstract
In classical credibility theory, the risks in a portfolio are assumed to be independent and time varying effects are ignored for specific individual risk in the portfolio. The premiums are derived under squared error loss functions. In this paper, we develop the credibility theory under balanced loss functions with a special dependence structure among the individual risks; induced by time varying effects (Wen et al. , 2012). Credibility premiums under balanced loss functions with time varying effects are derived for Biihlmann and Bühlmann-Straub credibility models.关键词
信度保费/时间变化效应/平衡损失函数Key words
credibility premium/ time varying effects/ balanced loss functions分类
数学引用本文复制引用
李新鹏,吴黎军..平衡损失函数下具有时间变化效应的信度保费[J].重庆理工大学学报（自然科学版）,2013,27(4):133-137,5.
