净保费在平衡损失函数下的回归信度估计

Regression Credibility Estimation of Net Premium under Balanced Loss Function

本文讨论了非寿险精算中的回归信度模型,将回归模型嵌入到信度理论.本模型考虑到通货膨胀,刻画了净保费随时间的变化,用矩阵论中的求逆公式以及投影公式推导出平衡损失函数下的净保费回归信度表达式,推广了平方损失函数下的净保费回归信度模型.

In this paper,we discussed the regression credibility model from non-life insurance actuarial.The regression model is embedded into the credibility theory.In this model,considering inflation,we characterize the change of net premium over time.Using the inverse formula and projection formula in matrix theory,we obtain the regression credibility premium expression of net premium under the balanced loss function.Therefore,the regression credibility model under the square loss function is generalized.