学术报告
Heterogeneous RCINAR(1) Process and Some Applications to Automobile Insurance
作者：
时间： 2015-12-17
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报告题目：Heterogeneous RCINAR(1) Process and Some Applications to
Automobile Insurance
报告人：王德辉教授（吉林大学）
摘要： In this paper, we consider a first-order random coefficient inter-valued autoregressive (RCINAR(1)) process with dynamic heterogeneity. We study some properties of the process, and apply it to Bayesian credibility premium updating in the automobile insurance to investigate how the claim history affects the future insurance premium. We also present some numerical examples. By compared to other existing models, we find that our model can exploit the past information efficiently.
时间：12月17日（周四）10:10-10:45
地点：首都师大北一区文科楼205
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