| 多期索赔次数奖惩系统拆分等级一种新方法 |
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| 引用本文： | 李俊海,周亮亮,刘琳琳.多期索赔次数奖惩系统拆分等级一种新方法[J].洛阳师范学院学报,2014(8):101-103. |
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| 作者姓名： | 李俊海 周亮亮 刘琳琳 |
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| 作者单位： | 河南工业大学理学院,河南郑州450001 |
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| 基金项目： | 国家自然科学基金（11126271）;河南省教育厅科技学术基金（121311003）;河南郑州市科技局自然科学基金（20111179） |
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| 摘 要： | 在研究依赖多期索赔次数的奖惩系统时,Centeno and Andrade通过等级拆分方法,使新奖惩系统具有一阶马氏性.然而,现有文献并没有给出规范的拆分等级方法.本文利用高阶马尔科夫链有关知识,给出了一种程序化的拆分等级法,并把它用于葡萄牙的奖惩系统,得到了与Centeno and Andrade相同的结果,验证了新方法的合理性.
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| 关 键 词： | 高阶Markov链 奖惩系统 拆分等级 索赔次数 |
A New Level Splitting Method of Bonus Malus System Depending on the Number of Multiple Claims |
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| LI Jun-hai,ZHOU Liang-liang,LIU Lin-lin.A New Level Splitting Method of Bonus Malus System Depending on the Number of Multiple Claims[J].Journal of Luoyang Teachers College,2014(8):101-103. |
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| Authors: | LI Jun-hai ZHOU Liang-liang LIU Lin-lin |
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| Institution: | ( Henan University of Technology, Zhengzhou 450001, China) |
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| Abstract: | In the study of bonus-malus system which depends on number of multiple claims, using the method of sub-level splitting, Centeno and Andrade make the system following a first-markov chain. However, there is not a standard method to split the level in existing literature. Based on the knowledge of higher-order Markov chain, this paper provides a procedural method, which is applied to Portugal bonus-malus system and obtains the same re- sults as the method of Centeno and Andrade ＇ s, to illustrate the rationale of the new method. |
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| Keywords: | high-order Markov chain bonus-malus system level splitting number of claims |
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