| 构造和评价奖惩系统的新方法 |
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| 引用本文： | 张慧,吴黎军,黄云敏. 构造和评价奖惩系统的新方法[J]. 应用数学与计算数学学报, 2009, 23(1): 104-110 |
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| 作者姓名： | 张慧 吴黎军 黄云敏 |
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| 作者单位： | 1. 新疆大学数学与系统科学学院,乌鲁木齐,830046
2. 复旦大学数学科学学院,上海,200433 |
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| 基金项目： | 国家重点基础研究发展规划(973计划)，新疆大学院校联合项目 |
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| 摘 要： | 当知道一个奖惩系统的等级和保费水平时，利用信息熵提出并得到奖惩系统的理想概率分布．在保单中考虑人身伤亡索赔次数的二元模型，将奖惩系统的平稳概率分布与理想概率分布的差异，通过卡方值与多余度分别表现出来，将其作为评价奖惩系统的一个新工具．
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| 关 键 词： | 理想概率分布 人身伤亡 多余度 |
A New Method of Designing and Analyzing Bonus-Malus Systems |
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| Zhang Hui,Wu Lijun,Huang Yunmin. A New Method of Designing and Analyzing Bonus-Malus Systems[J]. Communication on Applied Mathematics and Computation, 2009, 23(1): 104-110 |
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| Authors: | Zhang Hui Wu Lijun Huang Yunmin |
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| Affiliation: | Zhang Hui, Wu Lijun, Huang Yunmin (College of Mathematics and System Sciences, Xinjiang University, Urumqi 830046, China; School of Mathematical Sciences, Fudan University, Shanghai 200433, China) |
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| Abstract: | Firstly, given the class and premium level of BMS, desirable probability distribution is obtained using information entropy. Secondly, a binary model which takes into account the number of bodily injury claims in an insurance portfolio is developed. Then the difference between the stationary probability distribution of BMS and desirable probability distribution is presented by chi-square value and redundancy respectively, which can be used as a new tool of evaluation of BMS. |
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| Keywords: | desirable probability distribution bodily injury redundancy |
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