中文摘要：

在经典的聚合风险模型中，常常假设索赔次数和索赔额是相互独立的，然而在实际保险业务中，索赔额和索赔次数常常呈现相依情形．本文通过引入SaLrmanov—Lee相依分布族的概念，在索赔次数和索赔额呈现某种特定相依结构的条件下，研究了聚合风险模型下方差相关保费原理的聚合保费和贝叶斯保费，并通过数值模拟，对保费估计的稳健性进行了分析．结果表明，即使参数问的相依程度很小，也会对聚合风险保费和贝叶斯保费带来较大的影响．

英文摘要：

In a classical collective risk model, the claim numbers and claim amounts are usually assumed to be independent of each other, but in the actual business of insurance, they are generally dependent. In this paper, by introducing the concept of Saxmanov-Lee family of dependent distributions, the collective premium and Bayes premium were researched under variance-related the premium principle with the dependence between the risk profiles. Finally, the robustness of premium estimator were checked by numerical analysis. The results show that the collective premium and Bayes premium axe highly sensitive even at the moderate levels of correlation between the risk profiles.