Credibility estimators with dependence structure over risks and time under balanced loss function
Q Zhang, P Chen - Statistica Neerlandica, 2018 - Wiley Online Library
In this paper, we study the Bühlmann credibility model with constant interest rate and equal
dependence structure over risks and time under balanced loss function. By means of …
dependence structure over risks and time under balanced loss function. By means of …
[HTML][HTML] 具有两水平共同效应的平衡分位数信度模型
殷铭， 张强 - Advances in Applied Mathematics, 2023 - hanspub.org
经典的信度模型主要是基于风险间相互独立这一假设在均方损失函数下建立的, 然而,
这一假设与实际并不相符. 事实上, 风险间通常存在着某种相依性. 本文将分位数与信度模型相 …
这一假设与实际并不相符. 事实上, 风险间通常存在着某种相依性. 本文将分位数与信度模型相 …
[PDF][PDF] 平衡损失函数下具有时间变化效应的信度保费
李新鹏， 吴黎军 - 2013 - clgzk.qks.cqut.edu.cn
在经典信度理论中, 一个保单组合中各风险之间是相互独立的, 并且对于这组保单的某一特定的
个体, 没有考虑其在过去各年索赔额的时间变化效应, 在均方损失函数下推导出它的信度保费 …
个体, 没有考虑其在过去各年索赔额的时间变化效应, 在均方损失函数下推导出它的信度保费 …
平衡损失函数下具有风险相依结构的信度模型
李新鹏， 吴黎军 - 应用概率统计, 2015 - aps.ecnu.edu.cn
在经典信度理论中, 一个保单组合各个保单索赔额之间是相互独立的, 同时在均方损失函数下
推导出信度保费. 温利民等(2012) 给出了一个保单过去索赔额间具有一种相依结构 …
推导出信度保费. 温利民等(2012) 给出了一个保单过去索赔额间具有一种相依结构 …
基于平衡损失函数的具有时间效应的多合同信度模型
李新鹏， 朱坤， 孙维霞， 杨丽… - 重庆理工大学学报(自然 …, 2016 - clgzk.qks.cqut.edu.cn
基于平衡损失函数的具有时间效应的多合同信度模型 Page 1 第30卷第8期 Vol.30 No.8 重庆
理工大学学报(自然科学) JournalofChongqingUniversityofTechnology(NaturalScience) 2016年 …
理工大学学报(自然科学) JournalofChongqingUniversityofTechnology(NaturalScience) 2016年 …
Multidimensional balanced credibility model with time effect and two level random common effects.
Q Zhang, P Chen - Journal of Industrial & Management …, 2020 - search.ebscohost.com
This paper extends the multidimensional credibility model under balanced loss function to
account for not only certain conditional dependence over time for claim amounts but also …
account for not only certain conditional dependence over time for claim amounts but also …
[PDF][PDF] The credibility estimators with dependence over Risks
Q Zhang, Q Cui, L Wu - Applied Mathematical Sciences, 2014 - m-hikari.com
In classical credibility theory, claims are assumed to be independent over risks. However, in
many practical situations, the assumptions may be violated in some situations. Hence, this …
many practical situations, the assumptions may be violated in some situations. Hence, this …
The credibility models with risks dependence structure under balanced loss function
L Xinpeng, W Lijun - Chinese Journal of Applied Probability and …, 2015 - aps.ecnu.edu.cn
In classical credibility theory, the claim amounts of different insurance policies in a portfolio
are assumed to be independent and the premiums are derived under squared-error loss …
are assumed to be independent and the premiums are derived under squared-error loss …
[引用][C] Model Kredibilitas Bühlmann dengan Risiko Bersama
MI Saputra, S Nurrohmah, I Fithriani - Jurnal Statistika Dan Aplikasinya, 2022