【摘要】：傳統(tǒng)的精算科學(xué)一般受限于人壽保險業(yè)。隨后發(fā)展成為壽險精算。然而,由于信息技術(shù)的迅猛發(fā)展,特別到了二戰(zhàn)以后。我們著手創(chuàng)立了風(fēng)險理論。它使非壽險精算技術(shù)逐漸發(fā)展成熟,并形成了現(xiàn)在的非壽險精算科學(xué)。 非壽險精算的發(fā)展要比壽險精算晚得多。這是由于某些特殊原因的存在,使得非壽險精算問題具有更加復(fù)雜的定量分析方法。到目前為止,非壽險精算科學(xué)已發(fā)展成兩個重要部分——風(fēng)險理論和損失分布理論。 首先,本文在平方損失函數(shù)的基礎(chǔ)上,依據(jù)貝葉斯決策以及信度理論,引入懲罰函數(shù),通過加權(quán)方法,從而建立了具有非對稱性的平衡損失函數(shù)。然后,根據(jù)新建立的損失函數(shù)。本文分別利用Buhlmann信度以及Buhlmann-Straub信度這兩種方法。其信度保費(fèi)估計(jì)式都為線性表達(dá)式,計(jì)算簡單,并具有很強(qiáng)的實(shí)用性。再次,依據(jù)本文創(chuàng)設(shè)的Buhlmann信度模型,分別利用非參數(shù)估計(jì)方法、泊松半?yún)?shù)估計(jì)方法以及Normal-Normal參數(shù)估計(jì)方法,對信度因子以及索賠頻率進(jìn)行可信性估計(jì),并進(jìn)行了實(shí)證分析研究。
[Abstract]:Traditional actuarial science is generally limited to the life insurance industry. Subsequently developed into life insurance actuarial. However, due to the rapid development of information technology, especially after World War II. We set out to create the theory of risk. It makes the non-life actuarial technology develop and mature gradually, and forms the non-life actuarial science. The development of non-life actuarial insurance is much later than that of life insurance actuarial. Because of the existence of some special reasons, the non-life insurance actuarial problem has more complicated quantitative analysis method. Up to now, non-life actuarial science has developed into two important parts: risk theory and loss distribution theory. Firstly, on the basis of square loss function, according to Bayesian decision and reliability theory, the penalty function is introduced, and the balance loss function with asymmetry is established by weighted method. Then, according to the newly established loss function. In this paper, Buhlmann reliability and Buhlmann-Straub reliability are used respectively. The reliability premium estimators are linear expressions, which are simple to calculate and have strong practicability. Thirdly, according to the Buhlmann reliability model created in this paper, the reliability factor and claim frequency are estimated by using non-parametric estimation method, Poisson semi-parameter estimation method and Normal-Normal parameter estimation method, and the empirical analysis is carried out.
【學(xué)位授予單位】：北京化工大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F840.4;F224

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本文編號：2153271