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新疆大学数学与系统科学学院
Published:2021
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[1]再努尔·木塔力甫,吴黎军.净保费在平衡损失函数下的回归信度估计[J].新疆大学学报(自然科学版)(中英文),2021,38(01):25-28.
[1]再努尔·木塔力甫,吴黎军.净保费在平衡损失函数下的回归信度估计[J].新疆大学学报(自然科学版)(中英文),2021,38(01):25-28. DOI: 10.13568/j.cnki.651094.651316.2019.11.15.0003.
DOI:10.13568/j.cnki.651094.651316.2019.11.15.0003.
本文讨论了非寿险精算中的回归信度模型
将回归模型嵌入到信度理论.本模型考虑到通货膨胀
刻画了净保费随时间的变化
用矩阵论中的求逆公式以及投影公式推导出平衡损失函数下的净保费回归信度表达式
推广了平方损失函数下的净保费回归信度模型.
In this paper
we discussed the regression credibility model from non-life insurance actuarial. The regression model is embedded into the credibility theory. In this model
considering inflation
we characterize the change of net premium over time. Using the inverse formula and projection formula in matrix theory
we obtain the regression credibility premium expression of net premium under the balanced loss function.Therefore
the regression credibility model under the square loss function is generalized.
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