【摘要】 奖惩系统(Bonus-M a lus System)是世界各国机动车辆险中广泛采用的一种经验费率厘定机制.文[1]在最一般的框架下,给出了奖惩系统的数学建模与稳态分析.本文将进一步证明,文[1]中给出的奖惩系统两种特定的平稳分布恰分别是奖惩系统在随机优序下的极小与极大平稳分布.特别地,基于这一事实严格证明了文[1]提出的有关封闭型奖惩系统年度总保费的一个猜想.更多还原

【Abstract】 Bonus-Malus System(BMS)is an experience rating method,which is widely accepted in the automobile insurance markets all over the world.The modeling and equilibrium analysis for BMS are given in [1] under the most general framework.In this paper,we will further show that two special stationary distributions of BMS determined in [1] are just the minimal and maximal stationary distributions of BMS respectively under the stochastic dominance order.Particularly,a conjecture posed in [1],which is related to the total premium of the closed BMS in one year,is rigorously proved based on this fact mentioned above.更多还原