数学季刊 >

2018 , Vol. 33 >Issue 1: 43 - 50

DOI: https://doi.org/10.13371/j.cnki.chin.q.j.m.2018.01.005

MLINEX损失函数下的信度估计

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  • School of Science, Nanjing University of Science and Technology
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.

收稿日期: 2015-09-29

  网络出版日期: 2020-10-09

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)；

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The Credibility Estimators under MLINEX Loss Function

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  • School of Science, Nanjing University of Science and Technology
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.

Received date: 2015-09-29

  Online published: 2020-10-09

Supported by

Supported by the National Natural Science Foundation of China(11271189)； Supported by the Scientific Research Innovation Project of Jiangsu Province(KYZZ116 0175)；

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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

本文引用格式

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

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

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