经济数学Issue(2)：106-110,5.
平衡指数损失函数下的信度保费
The Credibility Premium with Balanced Exponential Loss Function
摘要
Abstract
In the classical credibility premium model,the credibility premium is derived under the net premium princi-ple.But in insurance practice,the premiums charged by insurance companies can not be the net premium,and must have a pos-itive safe-loading.This paper studied the multi-contract credibility model under balanced exponential loss function.Using the method of orthogonal proj ection,the credibility estimator of the future premium was derived.Finally,the estimator was shown by simulations.关键词
平衡指数损失函数/信度估计/正交投影Key words
balanced loss function/credibility estimator/orthogonal proj ection分类
数理科学引用本文复制引用
张强,倪科社,吴黎军..平衡指数损失函数下的信度保费[J].经济数学,2014,(2):106-110,5.基金项目
国家自然科学基金(编号:11361058) （编号:11361058）
