CAJ | 학술논문

在汽车保险奖惩系统相对保费研究中，需要考虑随机效应的动态异质性。在假设随机效应是一个二阶自回归随机序列的条件下，李俊海、赵振英、常沙沙（2011）给出了有限时间下最优相对保费计算公式，但是没有研究该公式的稳健性。在相同条件下，可以证明该文保费公式的稳健性。
재기차보험장징계통상대보비연구중，수요고필수궤효응적동태이질성。재가설수궤효응시일개이계자회귀수궤서렬적조건하，리준해、조진영、상사사（2011）급출료유한시간하최우상대보비계산공식，단시몰유연구해공식적은건성。재상동조건하，가이증명해문보비공식적은건성。
It is essential to consider the dynamic heterogeneity of the random effects while studying the optimal relative premium of bonus-malus system in car insurance.Under the assumption that the random effect is a second-order autoregressive random sequence ,Li Junhai,Zhao Zhenying,Chang Shasha (2011) obtained the formula of the optimal relative premium in finite horizon.But the robustness of this formula is not studied yet.In this paper,the robustness of this formula is proved.