摘要:
本文结合广义加权保费对Kamp保费原理进行简单介绍，并通过建立贝叶斯理论模型，给出一组样本对参数假定一个先验分布，且利用贝叶斯公式计算后验均值。在此前提下对Kamp保费原理进行贝叶斯估计，线性贝叶斯估计以及对参数进行渐进分析后得到其信度估计。同时，对此估计证明其渐进性。最后，用数值模拟验证估计的收敛性。
Abstract: Based on the generalized weighted premium, this paper gives a brief introduction on Kamp pre- mium principle. Through the establishment of Bayesian theory model, a set of samples is given to assume that parameters have a prior distribution. Then the Bayesian formula is used to calculate the posterior mean value. We make Bayesian estimation and linear Bayesian estimation on the Kamp premium principle, and get the credibility estimation of Kamp premium principle after analyzing the approximate of parameters under above conditions. At the same time, we prove the asymptotic of this estimation. Finally, the convergence of the provided estimates is tested by the numerical simulation.