The Risk Premiums and Its Bayesian Estimates with Multi-Level Deductibles
In car insurance,there are often multiple levels of deductibles for the insured to choose from in the policy design.Therefore,in the aggregate risk model of car insurance,the claim amounts are divided into several levels,and under the mean-variance premium principle,the Bayesian estimation of risk premiums is studied.The conclu-sion shows that under certain conditions,Bayesian estimation can be expressed as a weighted average of sample esti-mation and aggregate estimation.Furthermore,the credibility estimation of risk premiums is studied,and the strong consistency and asymptotic normality of Bayesian estimation and credibility estimation are also proved.Finally,the properties of the estimation are verified using numerical simulation methods.
万方数据
维普
