摘要
在经典的信度保费模型中,未来保费的估计都是在独立同分布的假设下得到的.然而在保险实务中,索赔有可能不是同分布的,风险之间也会存在相关性.考虑了索赔具有不同分布的情形,在指数保费原理下得到了一类风险等相关的广义多合同信度模型.结果表明,所得的信度估计具有经典的信度形式.
In the classical credibility theory, the estimator of future premium depends on the basis of the assumption of independent and identically distribution. However, in the insurance prac- tice, the clams are with different distributions and the risks are dependent on each other. A gener- alization multitude contracts credibility model accounting for an equal correlation structure over risks are contracts built have under exponential premium principle. The generalization estimator of multitude the form of credibility as the classical credibility.
出处
《山东理工大学学报（自然科学版）》
CAS
2012年第6期98-102,共5页
Journal of Shandong University of Technology:Natural Science Edition
关键词
指数保费原理
同分布
等相关
多合同
exponential premium principle
identically distribution
equal correlation
multitudecontracts
