The Credibility Estimators under MLINEX Loss Function

ZHANG Qiang, CUI Qian-qian, CHEN Ping

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

Chinese Quarterly Journal of Mathematics >

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

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

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

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