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| 摘要: |
| 主要介绍了Hamilton模型和转换函数模型，说明了贝叶斯方法在金融保证模型中的应用，将模型中的参数作为具有先验分布的随机变量，然后根据贝叶斯定理，得出后验分布，以此为基础利用WinBUGS软件对模型参数进行估计，最后对纯保费和所需的风险资本总量进行预测。 |
| 关键词: 贝叶斯 Gibbs抽样 Hamilton模型 转换函数模型 |
| DOI： |
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| Application of Bayesian Methods to the Financial Guarantee Insurance Model |
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GAO Hai-qing
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| Abstract: |
| In this paper,we mainly introduced the Hamilton model and the transfer function model to illustrate the application of Bayesian model to the financial guarantee insurance.It treats the parameters of the model as random variables with a prior distribution,then figures out the posterior distribution accoding to Bayesian theorem.And then based on this,the model parameters are estimated by using the WinBUGS software.At last,the pure premium and the required amount of risk capital are predicted. |
| Key words: Bayes Gibbs Sampling Hamilton model transfer function model |
