指数保费原理下的经验厘定

Experience rating under the exponential premium principle

在经典的信度理论中,信度保费是在净保费原理下得到的.但是,保险商业中,保险公司要求制定的保费必须适用于某合适的保费原理以适应具体的保险商业的需要.本文建立了指数保费原理下的完全经验厘定模型,得到了风险保费的信度估计和经验Bayes信度估计,并讨论了结构参数的估计及其性质.最后证明了多合同模型的经验Bayes信度估计的渐近最优性.

In the classical credibility theory,the credibility premium are derived on the basis of pure premium.However,the insurance practice demands that the premium must be charged under some adaptable premium principle and serve the purpose for insurance business.In this paper,the full experience rating models under exponential principle are built,and the credibility estimator,the empirical Bayes credibility premium of risk premium are derived.In addition,the structure parameters are estimated and their statistical properties are discussed.Finally,the empirical Bayes credibility estimator is proved to be asymptotic optimal in the models of multitude contracts.