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在经典的信度理论中,信度保费是在净保费原理下得到的.但是,保险商业中,保险公司要求制定的保费必须适用于某合适的保费原理以适应具体的保险商业的需要.本文建立了指数保费原理下的完全经验厘定模型,得到了风险保费的信度估计和经验Bayes信度估计,并讨论了结构参数的估计及其性质.最后证明了多合同模型的经验Bayes信度估计的渐近最优性.
In classical reliability theory, reliability premiums are obtained under the principle of net premium, however, in insurance business, premiums demanded by insurance companies must be adapted to a certain premium principle to meet the needs of a specific insurance business. Established the empirical empirical model under the exponential premium theory, obtained the reliability estimate of risk premium and empirical Bayes reliability estimation, and discussed the estimation of structural parameters and their properties.Finally, the empirical Bayes reliability estimation of multi-contract model Asymptotical Optimality.