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摘要:
The aim of this study is to propose an estimation approach to non-life insurance claim counts related to the insurance claim counting process, including the non-homogeneous Poisson process (NHPP) with a bell-shaped intensity and a beta-shaped intensity. The estimating function, such as the zero mean martingale (ZMM), is used as a procedure for parameter estimation of the insurance claim counting process, and the parameters of model claim intensity are estimated by the Bayesian method. Then,Λ(t), the compensator of N(t) is proposed for the number of claims in a time interval (0,t]. Given the process over the time interval (0,t]., the situations are presented through a simulation study and some examples of these situations are also depicted by a sample path relating N(t) to its compensatorΛ(t).
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篇名 A Bayesian Inference of Non-Life Insurance Based on Claim Counting Process with Periodic Claim Intensity
来源期刊 统计学期刊(英文) 学科 数学
关键词 Estimating Function Zero Mean MARTINGALE NON-LIFE Insurance CLAIM Counting PROCESS Non-Homogeneous Poisson PROCESS Bell-Shaped INTENSITY Beta-Shaped INTENSITY
年,卷(期) 2012,(2) 所属期刊栏目
研究方向 页码范围 177-183
页数 7页 分类号 O1
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节点文献
Estimating
Function
Zero
Mean
MARTINGALE
NON-LIFE
Insurance
CLAIM
Counting
PROCESS
Non-Homogeneous
Poisson
PROCESS
Bell-Shaped
INTENSITY
Beta-Shaped
INTENSITY
研究起点
研究来源
研究分支
研究去脉
引文网络交叉学科
相关学者/机构
期刊影响力
统计学期刊(英文)
半月刊
2161-718X
武汉市江夏区汤逊湖北路38号光谷总部空间
出版文献量(篇)
584
总下载数(次)
0
总被引数(次)
0
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