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Credibility Theory of Actuary

Author: DongFei
Tutor: HanYan
School: Jilin University
Course: Probability Theory and Mathematical Statistics
Keywords: Reliability estimates Index sub- tribes Second Order Optimality statistic Semiparametric models The reliability of the robust regression
CLC: F840
Type: Master's thesis
Year: 2011
Downloads: 71
Quote: 0
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Abstract


Determined system of experience rating in insurance actuarial often need to be established according to individual claims records and overall claims record . Reliability model is aligned warranty single combination of assumptions and non-homogeneous quality and single combination weighted estimate assumptions . Many scholars at home and abroad in recent years , the basic weighted estimates were improved and proved theoretically . In this paper, several important results , including the reliability of the index sub- tribes estimated second-order the optimal statistic method , semi-parametric models and robust regression reliability .

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CLC: > Economic > Fiscal, monetary > Insurance > Insurance Theory
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