具有線性趨勢回歸信度模型的若干檢驗問題.pdf

1、東南大學碩士學位論文具有線性趨勢回歸信度模型的若干檢驗問題姓名：江南申請學位級別：碩士專業(yè)：概率論與數(shù)理統(tǒng)計指導教師：林金官20100108AbstractTheCredibilityTheoryisanimportantmethodtocalculatethenonlifeinsurancepremiumCredibilityTheoryhasbeeningextensivelystudiedinmanyforeigncountrie

2、sEspeciallyinrecentyears，manycredibilitymodelswithboththeorydepthandpracticalvalueshavebeenproducedbycombiningmodemstatisticaltheorieswithtraditionalcredibilitymodelswhichprovidesmoreapplicationsofcredibilitymodelsinactu

3、arialscienceChoosingsuitablemodelinmanykindscredibilityonesCanmakethecalculatedpremiumrateapproachrealsituationmoreFromthestatisticalpoint，thisistestingmodelsbasedonthestatisticaltheoriesPreviouslythestudiesweremainlyfoc

4、usedonthecalculationsofcredibilitypremium，therewerefewresearchaboutthetestsofmodels，relativelyInthispaper，thescoretestsofrandomeffects，thelineartrend，autocorrelationandvarianceheterogeneityarediscussedfortheregressioncre

5、dibilitymodelswithlineartrendFirstlythesescOreteststatisticsarederivedfortheexistenceofrandomeffects，thesignificanceoflineartrend，theexistenceofautocorrelationandvarianceheterogeneity，respectivelyThenthepowersimulationso

6、fthesestatisticsaregivenbyusingtheMonteCarlomethodwhichshowsthatanoftheseteststatisticshavetheexcellentpowersFinallytheobtainedtestmethodsareillustratedbytheprivatepassengerautomobiledataTheanalyzedresultsdisplaythatther

7、andomeffectsandlineartrendexistinthedatasetAutocorrelationdoesnotexistWithininsurancekindsandbetweeninsurancekindsvarianceheterogeneitydonotexistIfm(t，歹)=m(z)，withinandbetweeninsurancekindsvarianceheterogeneitydoesnotexi

8、stButifm(i，j)≠m(O，withinandbetweeninsurancekindsvarianceheterogeneityexistKeywords：10n昏tudinaldata，regressioncredibilitymodel，scoretests，randomeffects，thelineartrend，autocorrelation，varianceheterogeneityGaussNewtoniterat