非寿险精算Actuarial Statistics.pptxVIP

Ch7 Actuarial Statistics Risk unit and exposure Statistics method review Estimation for complete data Estimation for incomplete data Ch7.1 Risk unit and exposure Risk Unit basic unit for measuring risk exposure and basic unit for pricing risk premium. Risk premium of a policy 相当于前一章中的c Ch7.1 Risk unit and exposure Risk exposure: risk units included in a policy in a particular period. Written exposure 已签风险量 Earned exposure 已获风险量 In-force exposure 有效风险量 已经过去的未发生的风险 在保单到期之间都= 签单时的风险量 Ch7.1 Risk unit and exposure Calculate earned exposure Without early policy termination With early policy termination Minus exposure that no longer effected Estimate by in-force exposure Termination:终止 Surrender:退保 Ch7.2 statistics review Population 总体 Sample 样本 Estimate 估计值 Estimator 估计量 Point Estimation 点估计 Interval Estimation 区间估计 Tests of Hypotheses 假设检验 Ch7.2.1 Point estimation Methods of Point estimation Moment estimator 矩估计 Maximum likelyhood estimator极大似然估计 Quality of estimation Unbiasedness 无偏估计 Asymptotically unbiased 渐近无偏估计 Consistency 一致估计 Minimum mean square error 最小均方误差估计 Ch7.2.1 Point estimation Ch 7.2.2 Interval estimation Ch 7.2.3 Tests of Hypotheses Tests of Hypotheses is to test a parameter equal to (less than or greater than) a given value. Steps of the test Construct an estimator with known distribution Check out the percentile of the known distribution corresponding to the level of confidence Determine the rejection region by percentile Calculate the estimator value by sample Draw a conclude by check wheter the estimate is in the rejection region or not Example: P326 example 12.13