文章基本信息

标题：Models of Non-Life Insurance Mathematics
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作者：Bodea, Constanta Nicoleta
期刊名称：Informatica Economica
印刷版ISSN：1453-1305
出版年度：2008
卷号：XII
期号：1
页码：40-45
出版社：Academy of Economic Studies - Bucharest, Romania
摘要：In this communication we will discuss two regression credibility models from Non â€“ Life Insurance Mathematics that can be solved by means of matrix theory. In the first regression credibility model, starting from a well-known representation formula of the inverse for a special class of matrices a risk premium will be calculated for a contract with risk parameter q. In the next regression credibility model, we will obtain a credibility solution in the form of a linear combination of the individual estimate (based on the data of a particular state) and the collective estimate (based on aggregate USA data). Mathematics Subject Classification: 62P05.
关键词：regression credibility theory; the risk parameter of the policy; the risk premium; the credibility calculations