指数类混合型索赔次数的分布及其应用
Mixed Exponential Dispersion Distributions and Their Applications in Insurance Claims
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摘要: 基于保险索赔的实际应用背景, 本文引出了一类指数类混合型索赔次数的分布并研究了其散度(dispersion)性质, 这类分布由复合Poisson-Geometric分布与指数类分布混合而得到. 本文给出了拟合这类分布的矩估计方法及我国汽车保险索赔数据的应用实例, 并给出了相应的检验结果.Abstract: The mixed exponential dispersion distributions has been studied based on the background in insurance claims. The distribution can be generated by mixing ED^* and compound Poisson-Geometric distribution. The steps of fitting the numbers of claims by using moment estimation and the method about hypothesis test have been given in the paper. As an example, the data in automobile insurance in China has been investigated.