基于分段线性先验的半参数可信度决策

2011 Fourth International Joint Conference on Computational Sciences and Optimization Pub Date : 2011-04-15 DOI:10.1109/CSO.2011.237

Jifu Nong

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引用次数: 1

摘要

给出了可信度公式的一种实用估计方法，将一个分段线性函数作为先验分布的近似值，并应用于可信度理论。分析了近似的收敛性。对数正态-对数正态混合模型的仿真结果表明了所提估计在可信度上的有效性。

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Semiparametric Credibility Ratemaking Using a Piecewise Linear Prior

A practical estimate on the credibility formula is presented, where a piecewise linear function is taken as the approximation of the prior distribution and applied to the credibility theory. The convergence of the approximation is analyzed. Simulation results for the lognormal-lognormal mixture show the effectiveness of the proposed estimate on the credibility.

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2011 Fourth International Joint Conference on Computational Sciences and Optimization

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