本文關(guān)鍵詞： 信度原理 平衡損失函數(shù) 指數(shù)保費(fèi)原理 通貨膨脹因子 相依結(jié)構(gòu)　出處：《新疆大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：平衡損失函數(shù)既反映了估計(jì)的精確性,又反映了擬合程度的好壞.它已成為許多領(lǐng)域的研究課題,所以本文在平衡損失函數(shù)下對信度理論作了進(jìn)一步研究. 首先,在經(jīng)典信度理論中,信度保費(fèi)是在凈保費(fèi)原理下得到的,但在實(shí)際商業(yè)保險(xiǎn)中,由于指數(shù)保費(fèi)原理滿足保費(fèi)原理的所有性質(zhì),保險(xiǎn)公司經(jīng)常選擇它來制定保費(fèi),在文獻(xiàn)[27]中,溫利民等人用均方損失函數(shù)得到了指數(shù)保費(fèi)原理的信度估計(jì).本文在平衡損失函數(shù)下建立了指數(shù)保費(fèi)原理的信度估計(jì),推廣了溫利民等人的結(jié)論. 其次,在實(shí)際應(yīng)用中,隨著每年物價(jià)變化,通貨膨脹對于索賠額的影響予以考慮.本文在平衡損失函數(shù)下研究了具有通貨膨脹因子的信度保費(fèi),得到了單合同模型和多合同模型對應(yīng)的信度保費(fèi),并對結(jié)果進(jìn)行了數(shù)值模擬,它符合預(yù)期結(jié)果. 最后,經(jīng)典信度理論假設(shè)各風(fēng)險(xiǎn)之間互相獨(dú)立,但在實(shí)際應(yīng)用中,由于各風(fēng)險(xiǎn)之間并不是獨(dú)立的,而是具有相依性的,在文獻(xiàn)[28]中,溫利民等人給出了個(gè)體索賠額間具有時(shí)間變化效應(yīng)的特殊相關(guān)結(jié)構(gòu)的信度保費(fèi).本文在平衡損失函數(shù)下研究了各風(fēng)險(xiǎn)間具有此種特殊相依結(jié)構(gòu)的信度模型,分別得到了Buühlmann和Buühlmann-Straub模型的信度保費(fèi),結(jié)果表明它是經(jīng)典信度模型 Buühlmann和Buühlmann-Straub模型的推廣.
[Abstract]:The equilibrium loss function not only reflects the accuracy of the estimation, but also reflects the degree of fit. It has become a research topic in many fields, so the reliability theory is further studied in this paper under the equilibrium loss function. First of all, in the classical reliability theory, the reliability premium is obtained under the net premium principle, but in the actual commercial insurance, because the exponential premium principle satisfies all the properties of the premium principle, the insurance company often chooses it to make the premium. In reference [27], Wen Limin et al obtained the reliability estimation of the exponential premium principle by using the mean square loss function. In this paper, the reliability estimate of the exponential premium principle is established under the equilibrium loss function, which generalizes the conclusion of Wen Limin et al. Secondly, the effect of inflation on the amount claimed is considered with the change of annual price in practice. In this paper, the reliability premium with inflation factor is studied under the equilibrium loss function. The reliability premium corresponding to the single contract model and the multiple contract model is obtained, and the numerical simulation of the results is carried out, which is in accordance with the expected results. Finally, the classical reliability theory assumes that the risks are independent of each other, but in practice, because the risks are not independent, but are dependent, in the literature [28], Wen Limin et al gave the reliability premium of a special correlation structure with time-varying effect among individual claims. In this paper, the reliability model with such a special dependent structure between risks is studied under the equilibrium loss function. The reliability premiums of the Bu 眉 hlmann and Bu 眉 hlmann-Straub models are obtained, respectively, and the results show that they are generalizations of the classical reliability models Bu 眉 hlmann and Bu 眉 hlmann-Straub models.
【學(xué)位授予單位】：新疆大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F224;F840.3

【參考文獻(xiàn)】

相關(guān)期刊論文 前1條

1 張強(qiáng);吳黎軍;;廣義加權(quán)平衡指數(shù)損失函數(shù)下的信度保費(fèi)[J];統(tǒng)計(jì)與決策;2013年01期

，

本文編號：1539096