摘要
在Esscher保费原理下建立了信度模型,得到在Esscher保费原理下,风险保费的Bayes保费、Bayes估计、信度保费与信度估计.比较了这几个估计的异同,并证明了这些估计的相合性.最后,用模拟方法验证了相应的结论.
This paper built the credibility model under Esscher premium principle,and derived the Bayes premium,Bayes estimator,credibility premium and credibility estimator of individual premium under Esscher premium principle correspondingly.In addition,the differences and connections among those estimators were compared,and the consistency were proved.Finally,the results were shown by simulations.
出处
《华东师范大学学报（自然科学版）》
CAS
CSCD
北大核心
2010年第3期126-133,共8页
Journal of East China Normal University(Natural Science)
基金
华东师范大学优秀博士基金项目(2009028)
