摘要
本文在流量三角形基础上,通过构造基本链梯系数序列,对递推链梯系数进行仿真,得到了累积赔付额的仿真区间估计,进而得到未决赔款准备金的区间估计.
Based on run-off triangle,this paper construct a basic chain-ladder coefficient sequence and simulate the recursive chain-ladder coefficient.Finally,we gets the simulated interval estimation of accumulative claim and the interval estimation of outstanding loss reserve.
出处
《应用数学》
CSCD
北大核心
2006年第S1期147-151,共5页
Mathematica Applicata
关键词
未决赔款准备金
仿真区间估计
流量三角形
链梯系数
Outstanding loss reserve
Simulated interval estimation
Run-off triangle
Chain-ladder coefficient
