【摘要】 回归信度模型在保险研究中具有重要的作用.本文分险种内部,险种之间,险种内部及之间三种情形讨论了具有线性趋势回归信度模型异方差的score检验问题.首先推导了异方差存在性检验的score检验统计量,然后利用Monte-Carlo方法模拟了这几种检验统计量的功效,功效模拟结果显示:这几种检验统计量都有很好的检验效果.最后利用文中所得到的检验方法对旅客意外身体伤害保险数据进行了实例分析。更多还原

【Abstract】 The regression credibility models play very important role in study of insurance.In this paper,the score tests of within-insurance kinds,between-insurance kinds and within-and between-insurance kinds variance heterogeneity are discussed for the regression credibility model with linear trend.Firstly,the score test statistics are derived for the existence of variance heterogeneity.Then the power simulation of the statistics are given by using the Monte-Carlo method,which shows that the test statistics have the excellent powers.Finally,the obtained test method is illustrated by the private passenger automobile data.更多还原