SA  >> Vol. 2 No. 3 (September 2013)

    Nonparametric Estimation of Kamp Premium Principle

  • 全文下载: PDF(281KB) HTML    PP.70-75   DOI: 10.12677/SA.2013.23010  
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熊 佳,温利民:江西师范大学数信学院,南昌

Kamp保费原理贝叶斯模型信度估计收敛性 Kamp Premium Principle; Bayesian Model; Credibility Estimates; Convergence



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.

熊佳, 温利民. Kamp保费原理的非参数估计[J]. 统计学与应用, 2013, 2(3): 70-75.


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