MLINEX损失函数下的信度估计

doi:10.13371/j.cnki.chin.q.j.m.2018.01.005

数学季刊 ›› 2018, Vol. 33 ›› Issue (1): 43-50.doi: 10.13371/j.cnki.chin.q.j.m.2018.01.005

MLINEX损失函数下的信度估计

School of Science, Nanjing University of Science and Technology

收稿日期:2015-09-29 出版日期:2018-03-30 发布日期:2020-10-09
作者简介:ZHANG Qiang(1984-), male, native of Zhangjiakou, Hebei, Ph.D., engages in probability theory and mathematical statistics; CUI Qian-qian(1987-), female, native of Shangqiu, Henan, Ph.D., engages in applied mathematics; CHEN Ping(1963-), female, native of Qintian, Zhejiang, a professor of Nanjing University of Science and Technology, Ph.D., engages in probability and statistics.
基金资助:
Supported by the National Natural Science Foundation of China(11271189)； Supported by the Scientific Research Innovation Project of Jiangsu Province(KYZZ116 0175)；

The Credibility Estimators under MLINEX Loss Function

School of Science, Nanjing University of Science and Technology

Received:2015-09-29 Online:2018-03-30 Published:2020-10-09
About author:ZHANG Qiang(1984-), male, native of Zhangjiakou, Hebei, Ph.D., engages in probability theory and mathematical statistics; CUI Qian-qian(1987-), female, native of Shangqiu, Henan, Ph.D., engages in applied mathematics; CHEN Ping(1963-), female, native of Qintian, Zhejiang, a professor of Nanjing University of Science and Technology, Ph.D., engages in probability and statistics.
Supported by:
Supported by the National Natural Science Foundation of China(11271189)； Supported by the Scientific Research Innovation Project of Jiangsu Province(KYZZ116 0175)；

摘要/Abstract

摘要： In this paper, MLINEX loss function was considered to solve the problem of high premium in credibility models. The Bayes premium and credibility premium were obtained under MLINEX loss function by using a symmetric quadratic loss function. A credibility model with multiple contracts was established and the corresponding credibility estimator was derived under MLINEX loss function. For this model the estimations of the structure parameters and a numerical example were also given.

关键词: MLINEX loss function, Bayes premium, Credibility estimator, Multiple contracts

Abstract: In this paper, MLINEX loss function was considered to solve the problem of high premium in credibility models. The Bayes premium and credibility premium were obtained under MLINEX loss function by using a symmetric quadratic loss function. A credibility model with multiple contracts was established and the corresponding credibility estimator was derived under MLINEX loss function. For this model the estimations of the structure parameters and a numerical example were also given.

Key words: MLINEX loss function, Bayes premium, Credibility estimator, Multiple contracts

中图分类号:

张强, 崔倩倩, 陈萍. MLINEX损失函数下的信度估计[J]. 数学季刊, 2018, 33(1): 43-50.

ZHANG Qiang, CUI Qian-qian, CHEN Ping. The Credibility Estimators under MLINEX Loss Function[J]. Chinese Quarterly Journal of Mathematics, 2018, 33(1): 43-50.

MLINEX损失函数下的信度估计

The Credibility Estimators under MLINEX Loss Function

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