经济数学2016，Vol.33Issue(1)：80-83,4.
具有风险相依结构的平衡信度估计
Balanced Credibility Estimator with Dependence Structure among Risks
摘要
Abstract
In actuarial practice,there is some dependence structure among risks.Considering the target premium,the optimal solution of the target problem was derived by using the orthogonal projection method.The inhomogeneous and homoge-neous credibility estimators with equal correlations risks under balanced loss function were obtained.The results show that the estimators still can be expressed weighted sum as the classical credibility model.关键词
信度估计/等相关/正交投影/平衡损失函数Key words
credibility estimator/equal correlation/orthogonal projection/balanced loss function分类
管理科学引用本文复制引用
程兵,陈萍..具有风险相依结构的平衡信度估计[J].经济数学,2016,33(1):80-83,4.基金项目
国家自然科学基金资助项目(11271189) （11271189）
