重庆理工大学学报(自然科学版)2016,Vol.30Issue(8):165-168,4.DOI:10.3969/j.issn.1674-8425(z).2016.08.027
基于平衡损失函数的具有时间效应的多合同信度模型
Multiple Contracts Model with Time Effects Based on Balanced Loss Function
摘要
Abstract
Using the credibility theory method,and considering the premium’s equity,various risk groups’dependent effects,i.e.time effects,this paper obtained the multiple contracts model’s premium with time effects under balanced loss function,and derived the multiple contracts Bühlmann model’s premium,and gave the unbiased estimation of structure parameter,thus generalized the classical credibility theory.关键词
多合同信度模型/平衡损失函数/时间效应Key words
multiple contracts model/balanced loss function/time effect分类
数学引用本文复制引用
李新鹏,朱坤,孙维霞,杨丽,吴黎军..基于平衡损失函数的具有时间效应的多合同信度模型[J].重庆理工大学学报(自然科学版),2016,30(8):165-168,4.基金项目
国家自然科学基金资助项目(11361058);新疆维吾尔自治区大学生创新训练项目 ()