Reliability Model On The Principle Of Generalized Weighted Premium

In our statistics,the theory of reliability is a quantitative method.The insurer could use this method to make a comprehensive empirical rate for a single or a group of risks,in other words,the future premiums are adjusted according to the historical data of an insurer or the insured group.The classical Buhlmann premium gives a reasonable weight to those samples mean and other unbiased estimates,give the remaining weights to the estimate of other information.In order to make reasonable premium,reduction of mean square error by unbiased sacrifice.Based on the classical Buhlmann credibility theory,this paper systematically studies the generalized weighted premium principle.The main works of this article is as follows:First of all,this paper systematically introduces the the generalized weighted premium principle and its excellent properties and the feasibility and ra-tionality of it as a premium principle.And then refer to the research processes and methods of the classic Bayes premium,the concrete form of the reliability premium under the premium principle is studied,and the asymptotic property of its parame-ters is discussed.Finally,the reasonable parameters are selected to carry out numer-ical simulation in order to better highlight the reasonable feasibility of this theory in a premium principle based on generalized weighted premium principle-Kamps premium principle.Although we have obtained the excellent properties of kamps premium principle,we are not satisfied with it.We introduced the balanced loss function into our research,and further optimized our model.The specific contents are arranged as follows:The first chapter briefly introduces the current research status and research significance of the reliability premium at home and abroad.The second chapter introduces the nature of the kamps premium principle and the preparatory work in the earlier period.In the third chapter,the reliability formula under the kamps premium principle is obtained,and the asymptot,ic property of its parameters is discussed.In the four chapter,studies the kamps premium under the balance loss function,numerical simulation is carried out to embody the research results more vividly.