CAJ | 학술논문

首先,在假设误差呈现等相关的正态一正态分布下得到Bayes保费,表明正是精确信度的形式.其次,建立了误差等相关的Bühlmann信度模型,得到了相应的信度估计.在引进了合同之间的自然权重后将该模型推广到Bühlman-Straub信度情形.但是结果表明,在Bühlmann-Straub模型下信度估计仅拥有广义的"信度"形式.
수선,재가설오차정현등상관적정태일정태분포하득도Bayes보비,표명정시정학신도적형식.기차,건립료오차등상관적Bühlmann신도모형,득도료상응적신도고계.재인진료합동지간적자연권중후장해모형추엄도Bühlman-Straub신도정형.단시결과표명,재Bühlmann-Straub모형하신도고계부옹유엄의적"신도"형식.
Firstly, the errors were assumed to be uniformly dependent in normal-normal cases and the Bayes premiums were derived in this model which show that it is the exact credibility. Secondly, the Bühlmann's credibility models with uniform dependence were built, and the corresponding credibility estimators were derived. In addition, the models were extended to Bülmann-Straub credibility in which the natural weights among contracts were introduced. However, the credibility estimators of individual premium under Bühlmann-Straub model have only the generalized form of "credibility".