【作者】 辛士波；

【导师】 李元生；

【作者基本信息】 中国矿业大学（北京） ， 管理科学与工程， 2009， 博士

【摘要】 本文在对非寿险精算、控制图研究进展做出综述的基础上,指出将控制图用于非寿险精算风险控制是可行的；给出短期聚合理赔总量的平移对数正态分布近似,并研究平移对数正态分布的概率统计性质及其与短期聚合理赔总量的平移伽玛分布近似的异同；以对数正态分布为理论分布,给出均值-极差联合控制图和指数加权移动平均控制图的控制限表达式、控制限系数表(双侧及单侧两种情况)、控制图的使用步骤及注意事项,并采用平均链长指标评价给出的质量控制图控制效果的好坏；给出反映免赔额及限额损失再保险影响的截尾对数正态分布的参数估计的方法,并结合案例,给出左截尾对数正态分布的拟合步骤和分析。更多还原

【Abstract】 This paper gives an overview based on the non-life insurance,control charts research progress, point out that the control charts can used for the non-life insurance calculation and risk control is viable; Giving the approximation of parallel move log-normal distribution based on short polymeric claims total, reaching the probability and statistic nature of parallel move log-normal distribution, then comparing with parallel move gamma distribution; Designing the control lines,control lines coefficient table(one-side and double side),the operation steps and matters need attention of mean-range control charts and EWMA control chart based on log-normal distribution,then evaluating the effectiveness of quality control charts use average range length;In the end, giving the estimation of parameter method based on truncated log-normal distribution which can reflect the influence of deductible and quota loss reinsurance, then giving the fit steps and analysis of left truncated log-normal distribution with an example.更多还原