中文摘要：

基于方差相关保费原理研究了聚合风险模型中方差相关保费的非参数估计,并证明了估计的相合性以及渐近正态性,最后,通过数值模拟的方法验证了估计的大样本性质,给出风险保费的渐近置信区间.

英文摘要：

Based on variance related premium principle,the nonparametric estimation of the variance related premium principle in the aggregate risk models is studied,and the consistency and asymptotic normality of the estimator are proved. Finally,the large sample properties of the estimation through numerical simulation are verified and the asymptotic confidence intervals of the risk premium are given.