平衡损失函数下的信度模型

The Credibility Model under Balance Loss Function

保险公司对保费进行定价时,一般是有一个目标保费.本文结合信度定价原理,考虑保费的目标估计,得到平衡损失函数下的信度估计.并对其未知参数进行估计,得到相应的经验Bayes信度估计.

When the insurance company determine the premium of corresponding risks, the target premium will be usually considered. In this article, we derived the credibility estimators under the balanced loss function by means of credibility theory. We also estimated the unknown parameters and got the empirical Bayes credibility estimators. Finally, we simulated the results under the normal case which showed the desired conclusions.