Semiparametric Credibility Ratemaking Using a Piecewise Linear Prior

摘要：

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.

关键词： pieeewise linear function credibility theory bayesian estimation

作者: Jifu Nong

作者单位: College of Mathematics and Computer Science Guangxi University for Nationalities Nanning, China

会议类型: 国际会议

会议名称: The Fourth International Joint Conference on Computational Science and Optimization(第四届计算科学与优化国际大会 CSO 2011)

会议地点: 昆明、丽江

会议语种:英文

页码: 112-116

在线出版日期: 2011-04-15（万方平台首次上网日期，不代表论文的发表时间）