【摘要】 导出全Paretian模型的参数的贝叶斯估计式,并将参数估计式应用于纯保费的估计,得到了超出损失再保险保单的纯保费的贝叶斯估计公式。作为一个应用,将所得到的估计结果应用于火灾保险和汽车保险数据。最后通过MC模拟说明所构造的模型的稳健性。更多还原

【Abstract】 In this paper, we obtain the Bayesian estimations of parameters of full Patetian distribution. By using these (results) to net premium estimation, we introduce the estimation of the net premium for excess-of-loss reinsurance portfolio. Then, we apply our results to fire insurance data and auto insurance data. In the last of the paper, we explain our model is robust in a MC simulation study.更多还原