Kalman滤波在未决赔款准备金评估中的应用被引量：1

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摘要未决赔款准备金是非寿险公司负债的主要构成部分,提高对其评估的精度有着重要的意义。动态模型能够提高未决赔款准备金评估的精度,在动态模型中最重要的是Kalman滤波模型。文章运用Kalman滤波模型进行了未决赔款准备金评估,并对其进行了研究分析。

作者李开顺张连增

机构地区南开大学风险管理与保险学系

出处《统计与决策》 CSSCI 北大核心 2008年第3期34-37,共4页 Statistics & Decision

基金国家自然科学基金资助项目(70471041)

关键词 KALMAN滤波未决赔款准备金最小二乘法

参考文献5

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统计与决策

2008年第3期

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