二次损失函数下B-F准备金的信度估计

王金瑞; 邹敏雪; 李智明; 吴黎军

doi:10.13568/j.cnki.651094.651316.2020.03.09.0001

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二次损失函数下B-F准备金的信度估计

数理科学 | 更新时间：2026-01-21

- 二次损失函数下B-F准备金的信度估计
- 二次损失函数下B-F准备金的信度估计
- 新疆大学学报（自然科学版中英文） 2021年38卷第2期页码：153-158
- 作者机构：
  
  新疆大学数学与系统科学学院
- 作者简介：
- 基金信息：
  
  国家自然科学基金(U1703237);新疆维吾尔自治区自然科学基金(XJEDU2017M001)
- DOI：10.13568/j.cnki.651094.651316.2020.03.09.0001
  中图分类号： F842
- 纸质出版：2021
- 稿件说明：
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[1]王金瑞,邹敏雪,李智明,等.二次损失函数下B-F准备金的信度估计[J].新疆大学学报(自然科学版)(中英文),2021,38(02):153-158.
[1]王金瑞,邹敏雪,李智明,等.二次损失函数下B-F准备金的信度估计[J].新疆大学学报(自然科学版)(中英文),2021,38(02):153-158. DOI： 10.13568/j.cnki.651094.651316.2020.03.09.0001.

DOI：10.13568/j.cnki.651094.651316.2020.03.09.0001.

摘要

在B-F准备金模型中

事故年索赔均值的估计至关重要

而传统B-F模型准备金的估计依赖于精算师的先验估计

具有一定的主观性.本文利用信度理论对事故年索赔均值进行估计

得到二次损失函数下事故年索赔均值的信度估计.该方法与传统的B-F估计和链梯法估计进行比较

结果表明二次损失函数下B-F准备金的信度估计是可行的.

Abstract

In the B-F reserve model

the estimation of the average annual accident claim is very important

while the estimation of the traditional B-F reserve model relies on the prior estimation of actuaries and has certain subjectivity. This paper estimates the average annual accident claim by using the reliability theory

and obtains the reliability estimation of the average annual accident claim under the quadratic loss function. Compared with the traditional B-F estimation and the chain ladder estimation

the results show that the reliability estimation of the B-F reserve under the quadratic loss function is feasible.

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references

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