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应用贝叶斯方法校正赔款频率 被引量:1

Application of Bayes formula in altering the remuneration rate
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摘要 用贝叶斯方法对以往记录的赔款频率和最新经营的数据进行校正,得到新的赔款频率. A new remuneration rate is presented by the application of Bayes Formula in Considering both of old remuneration rate and current management data.
出处 《沈阳建筑工程学院学报》 1998年第1期88-91,共4页 Journal of Shenyang Archit Civil Eng Univ: Nat Sci
关键词 保险费 赔款频率 概率 均值 方差 标准差 probability variance premium remuneration rate
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参考文献1

  • 1陈继儒.新编保险学[M]立信会计出版社,1996.

同被引文献10

  • 1David P. M. Scollnik, The Bayesian Analysis of Two Generalized Poisson Models for Claim Frequency Data Utilizing Markov Chain Monte Carlo Methods[J]. Actuarial Research Clearing House, 1995(1) : 339-256.
  • 2Makov, U. E. , A. F. M. Smith, Y- H Liu. , Bayesian Methods in Actuarial Science [J]. The Statistician. 1996, (45) : 503-515.
  • 3Pai, J. Bayesian Analysis of Compound Loss Distributions[J].Journal of Economics. 1997, (79) : 129-146.
  • 4Carlin, B. P. , State Space Modeling of Non-Standard Actuarial Time Series [J].Insurance:Mathematics and Economics. 1992, (11): 209-222.
  • 5David P. M. Scollnik, An Introduction to Markov Chain Monte Carlo Methods and Their Actuarial Applications[J]. Proceedings of the Casualty Actuarial Society, 1996, (83) : 114-165.
  • 6David P. M. Scollnik, Chl the Analysis of the Truncated Generalized Poisson Distribution Using a Bayesian Method [J]. ASTIN Bulletin, 1998. 28 (1): 135-152.
  • 7David P. M. Scollnik, Actuarial modeling with MCMC and BUGS [J]. North American Actuarial Journal, Vol 5 (2):96-125.
  • 8David Spiegel halter, Andrew Thomas, Nicky Best. , BUGS 0.5: Bayesian Inference Using Gibbs Sampling Manual (versionii) [J]. Cambridge, U.K.: MRC Biostatistics Unit, 1996.
  • 9王春峰,万海辉,李刚.基于MCMC的金融市场风险VaR的估计[J].管理科学学报,2000,3(2):54-61. 被引量:50
  • 10刘乐平,袁卫.现代Bayes方法在精算学中的应用及展望[J].统计研究,2002,19(8):45-49. 被引量:15

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