经济数学Issue(3)：99-102,4.
加权平衡指数损失函数下的广义信度保费估计
The General Credibility Premium Estimator under Weighted Balanced Exponential Loss Function
摘要
Abstract
In nonlife insurance,claim experiences are mutually independent,but with different distributions.Consider-ing the target premium,and by means of the orthogonal projection method,the optimal solution of the target problem was ob-tained.Then the credibility estimator under weighted balanced exponential loss function was derived.In addition,the structure parameters were estimated and the result was shown by simulations.The result shows that,when considering the target premi-um,the optimal estimator of the future premium is obtained by selecting a suitable weight.关键词
平衡指数损失函数/信度估计/参数估计/正交投影Key words
balanced exponential loss function/credibility estimator/parameters estimator/orthogonal projection分类
数理科学引用本文复制引用
张强,倪科社,吴黎军..加权平衡指数损失函数下的广义信度保费估计[J].经济数学,2014,(3):99-102,4.基金项目
国家自然科学基金资助项目(11361058) （11361058）
