廣義線性混合模型在機動車輛保險費率厘定中的方法研究
發(fā)布時間：2018-12-31 15:14
【摘要】：改革開發(fā)30年以來，我國社會經(jīng)濟的發(fā)展和人民生活水平都有了顯著的提高，而且近年來，，我國非壽險市場的發(fā)展也隨之被帶動起來，機動車輛保險在財險中的比重一直較大。但由于我國現(xiàn)代保險業(yè)起步比較晚，非壽險精算技術還比較落后，廣義線性模型是目前在機動車保險的費率厘定中應用廣泛的方法，雖然其在擬合保險數(shù)據(jù)的線性部分存在優(yōu)勢，但其弊端也越來越受人們的關注�；谝陨犀F(xiàn)實，挖掘新的模型作為車險費率的分析方法，提高費率厘定的準確性，即成為我國機動車輛保險發(fā)展中必須解決的一個現(xiàn)實問題。 本文以金融學、精算學、統(tǒng)計學作為理論基礎，采用定性和定量、比較分析法、以及理論研究與實證研究相結合的方法，進行對廣義線性混合模型在機動車輛費率厘定的應用研究。本文闡述了保險費率厘定的概念、重要意義以及保險費率的構成及影響因素，并且介紹了傳統(tǒng)費率厘定的方法并分析了所存在的不足，通過從廣義線性混合模型的基本原理入手，將其與傳統(tǒng)方法進行了比較，并且得出了廣義線性混合模型在費率厘定中存在的優(yōu)勢所在，利用一組車險損失數(shù)據(jù)從索賠頻率和次均賠款兩方面進行實證分析，驗證了廣義線性混合模型在費率厘定中的精確性和可行性。
[Abstract]:Since the reform and development for 30 years, the development of social economy and the living standard of people in our country have been remarkably improved, and in recent years, the development of non-life insurance market in our country has also been driven by it, and the proportion of motor vehicle insurance in property insurance has always been large. However, due to the late start of the modern insurance industry in China and the backward actuarial technology of non-life insurance, the generalized linear model is widely used in the rate determination of motor vehicle insurance at present. Although it has the advantage in fitting the linear part of the insurance data, its disadvantages are paid more and more attention. Based on the above facts, mining a new model as the analysis method of vehicle insurance rate and improving the accuracy of the rate determination has become a practical problem that must be solved in the development of motor vehicle insurance in China. Based on the theories of finance, actuarial science and statistics, this paper adopts the methods of qualitative and quantitative analysis, comparative analysis, and the combination of theoretical research and empirical research. This paper studies the application of generalized linear hybrid model in the pricing of motor vehicles. This paper expounds the concept and significance of premium rate determination, as well as the composition and influence factors of insurance rate, and introduces the traditional method of premium rate determination and analyzes its shortcomings. Based on the basic principle of the generalized linear mixed model, this paper compares it with the traditional method, and obtains the advantages of the generalized linear mixed model in the rate determination. The accuracy and feasibility of the generalized linear mixed model in determining the rates are verified by using a group of vehicle insurance loss data from the two aspects of claim frequency and average indemnity.
【學位授予單位】：首都經(jīng)濟貿易大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F224;F842.63
本文編號：2396763
[Abstract]:Since the reform and development for 30 years, the development of social economy and the living standard of people in our country have been remarkably improved, and in recent years, the development of non-life insurance market in our country has also been driven by it, and the proportion of motor vehicle insurance in property insurance has always been large. However, due to the late start of the modern insurance industry in China and the backward actuarial technology of non-life insurance, the generalized linear model is widely used in the rate determination of motor vehicle insurance at present. Although it has the advantage in fitting the linear part of the insurance data, its disadvantages are paid more and more attention. Based on the above facts, mining a new model as the analysis method of vehicle insurance rate and improving the accuracy of the rate determination has become a practical problem that must be solved in the development of motor vehicle insurance in China. Based on the theories of finance, actuarial science and statistics, this paper adopts the methods of qualitative and quantitative analysis, comparative analysis, and the combination of theoretical research and empirical research. This paper studies the application of generalized linear hybrid model in the pricing of motor vehicles. This paper expounds the concept and significance of premium rate determination, as well as the composition and influence factors of insurance rate, and introduces the traditional method of premium rate determination and analyzes its shortcomings. Based on the basic principle of the generalized linear mixed model, this paper compares it with the traditional method, and obtains the advantages of the generalized linear mixed model in the rate determination. The accuracy and feasibility of the generalized linear mixed model in determining the rates are verified by using a group of vehicle insurance loss data from the two aspects of claim frequency and average indemnity.
【學位授予單位】：首都經(jīng)濟貿易大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F224;F842.63
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