摘要
指数保费原理是非寿险精算中的一种重要保费原理,在理论和实际中都有重要应用.然而,大部分关于指数保费的统计推断文献都假设风险是相互独立或条件独立的,这种独立性在实际中并不一定成立.基于Copula相依模型,给出了指数保费的预测,并讨论了保费预测的性质.最后给出了在Calyton Copula模型下指数保费预测公式.
Exponential premium principle is a kind of important premium principle in non-life insurance actuarial science. It has important application in theory and practice. However,most of exponential premium principle statistical inference in the literature is assumed that risk is mutually independent or conditional dependent. But this inde-pendence is not satisfied in general practices. The exponential premium estimator is given based on dependent risk model. And the properties of estimate are discussed. The exponential premium formula under Calyton copula model is also given.
出处
《江西师范大学学报（自然科学版）》
CAS
北大核心
2018年第1期19-22,共4页
Journal of Jiangxi Normal University(Natural Science Edition)
基金
国家自然科学基金(71361015)
江西省自然科学基金青年重点课题(S2017QNZDB0027)资助项目
