s*****n
发帖数: 325 | 1 05年真题 第11道好奇怪啊
You r given the following data:
===============year1==year2
Tota===========12000==14000
Number of
Policyholders===25======30
The Estimate of variance of hypothetical means is 254
Determine the credibility factor for Year 3 using the nonparametric
empirical Bayes method.
=================================
知道a,m,求z,所以只要求v就OK，可是怎么都看不懂答案上那个v怎么出来的
有请强人解答 @@ | s*****n
发帖数: 325 | 2 大概有点想通
套用的还是 经验 B-S的v的公式
看作是1个Policyholder2年的数据 25 30视为exposure units | Y*H
发帖数: 1582 | 3 there is a chapter on this concpet from ASM, just apply the formulas
mentioned in ASM to the problems and you should be fine |
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