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超出损失保险的纯保费估计和风险度量

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摘要 文章引入负二项分布作为保单组合的索赔次数的分布,全Paretian分布作为索赔额的分布,研究了超出损失保险保单组合的纯保费的估计方法,导出了最大可能损失的估计式,并利用火灾保险索赔数据进行了实证分析。
作者 欧阳资生
出处 《统计与决策》 CSSCI 北大核心 2011年第15期21-24,共4页 Statistics & Decision
基金 教育部人文社会科学基金资助项目(09YJA910003) 湖南省软科学资助项目(2009ZK4022)
  • 相关文献

参考文献9

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二级参考文献8

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