平衡损失函数下具有时间效应和通胀因子的信度估计

Credibility Estimators With Time Effect and Inflation Factor Under Balanced Loss Function

文章考虑时间分量上的相依性,在平衡损失函数下,研究了具有时间效应及通胀因子的信度模型。通过正交投影方法,得到了未来保费的非齐次和齐次信度估计,并给出了结构参数的无偏估计。通过数值例子验证模型的有效性。结果表明,所得到的信度估计是经典信度模型的一个推广。

This paper considers the dependence in the time component and investigates the credibility model with time effect and inflation factor. And then by means of the projection methods the paper obtains the inhomogeneous and homogeneous credibility estimators of future premiums, and also provides the unbiased estimators of the structure parameters. Finally the paper verifies the effectiveness of the model by using numerical examples. The results show that the obtained reliability estimation is a popularization of the classical reliability model.