方法对比
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| 可信度理论× | 破产论× | |
|---|---|---|
| 领域 | 精算学 | 精算学 |
| 方法族 | Regression model | Regression model |
| 起源年份≠ | 1967 | 2010 |
| 提出者≠ | Hans Bühlmann | Filip Lundberg; Harald Cramér |
| 类型≠ | Weighted linear blend of individual and collective experience | Stochastic risk process model |
| 开创性文献≠ | Bühlmann, H. (1967). Experience rating and credibility. ASTIN Bulletin, 4(3), 199–207. DOI ↗ | Asmussen, S., & Albrecher, H. (2010). Ruin Probabilities (2nd ed.). World Scientific. ISBN: 978-981-4282-52-9 |
| 别名 | Bühlmann Credibility, Experience Rating, Linear Credibility Estimator, Güvenilirlik Teorisi | Collective Risk Theory, Cramér-Lundberg Theory, Probability of Ruin Analysis, Hasar Süreci Çöküş Teorisi |
| 相关 | 3 | 3 |
| 摘要≠ | Credibility Theory is an actuarial framework for estimating the pure premium of an individual risk by blending its own observed loss experience with the collective (portfolio) mean. Introduced by Hans Bühlmann in 1967, the method derives the optimal linear combination—the credibility-weighted premium—that minimises mean squared error. It extends classical experience rating to a rigorous statistical footing rooted in Bayesian and linear estimation principles. | Ruin Theory models the stochastic surplus process of an insurance company to quantify the probability that accumulated losses eventually exceed available capital. Introduced by Filip Lundberg in his 1903 doctoral thesis and rigorously unified by Harald Cramér in 1930, the classical Cramér-Lundberg model assumes premiums arrive at a constant rate, claims follow a compound Poisson process, and individual claim sizes are independent and identically distributed. It remains the foundational framework of collective risk theory in actuarial science. |
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