摘要
在聚合风险模型的假设下,研究了聚合风险下指数保费的非参数估计,证明了估计的强相合性和渐近正态性.最后通过数值模拟的方法验证了估计的收敛速度及渐近正态性.
The exponential premium principle is one of the most important premium principles and is wide- ly applied in non-life insurance actuarial science. In this paper, the nonparametric estimate of exponential premium is investigated under collective risk models. In addition, the estimator is proved strongly consist- ent and asymptotically normal. Finally, a numerical simulation method is used to verify the estimated speed of convergence, and the asymptotic normality of the estimator is checked in the simulations.
出处
《西南大学学报（自然科学版）》
CAS
CSCD
北大核心
2016年第5期100-105,共6页
Journal of Southwest University(Natural Science Edition)
基金
国家自然科学基金项目(71361015)
教育部人文社科基金项目(15YJC910010)
中国博士后科学基金项目(2013M540534)
江西省研究生创新基金项目(YC2014-S162)
关键词
聚合风险模型
指数保费
非参数估计
相合性
渐近正态性
collective risk model
exponential premium
nonparametric estimate
consistency
asymptotic normality
