| 含有零值和负值的随机准备金模型 |
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| 引用本文： | 吴玉杰,陶菊春,张兵强. 含有零值和负值的随机准备金模型[J]. 佳木斯工学院学报, 2012, 0(1): 144-145,150 |
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| 作者姓名： | 吴玉杰 陶菊春 张兵强 |
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| 作者单位： | 西北师范大学数学与信息科学学院,甘肃兰州730070 |
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| 基金项目： | 国家自然科学基金（610620012）. |
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| 摘 要： | 在准备金评估中，由于多数随机准备金模型基本假设的限制是不能直接处理含有零值和负值增量赔款三角形，本文利用一个变换和广义线性模型的混合模型去解决这种情况．
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| 关 键 词： | 增量损失赔款 随机准备金模型 广义线性模型 |
Modeling of Stochastic Reserve with Zero or Negatives Value |
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| WU Yu fie,TA O Ju -chun,ZHANG Bing qiang. Modeling of Stochastic Reserve with Zero or Negatives Value[J]. , 2012, 0(1): 144-145,150 |
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| Authors: | WU Yu fie TA O Ju -chun ZHANG Bing qiang |
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| Affiliation: | College of Mathematics and Information Science, Northwest Normal University, Lanzhou 730030, China |
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| Abstract: | In the reserve evaluation, most stochastic reserve models, due to their underlying assumptaon, can not directly deal with increment claim triangle containing zero or negative values. This paper takes advantage of a mixture model to combine both a reflected and a regular generalized linear model to solve this situation. |
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| Keywords: | incremental loss claim stochastic claim reserving mode generalized linear model |
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