考虑离群值的非寿险准备金案均赔款法

发布时间：2018-05-17 07:08

本文选题：未决赔款准备金 + 案均赔款法　；参考：《保险研究》2015年11期

【摘要】：在案均赔款法中引入离群值,运用残差箱线图法和两点法对相关索赔数据进行离群值检验,然后针对离群值提出了一种稳健的案均赔款法,并对进展因子和结案率数据的选取方式加以修正。通过对两组不同数据同时引入离群值,对比了稳健的案均赔款法与传统案均赔款法对多个离群值的敏感性,并得出了相应的未决赔款准备金评估值。经过对比结果可以看出:稳健的案均赔款法可以对离群值进行有效的识别和调整,最终索赔额估计结果也比传统方法更加平稳。
[Abstract]:The outlier value is introduced into the average compensation method, and the outlier value is tested by the residual box diagram method and the two-point method, and then a robust compensation method is proposed for the outlier value. The method of selecting the data of progress factor and closure rate is revised. By introducing outliers into two groups of different data at the same time, the sensitivity of robust average compensation method and traditional average compensation method to multiple outliers is compared, and the corresponding evaluation value of pending compensation reserve is obtained. The comparison results show that the robust average compensation method can effectively identify and adjust outliers and the result of final claim estimation is more stable than the traditional method.
【作者单位】：山东科技大学数学与系统科学学院;山东科技大学审计处;
【基金】：国家自然科学基金项目(61502280,61472228) 青岛市应用基础研究计划项目(青年专项)(14-2-4-55-jch) 山东省自然科学基金面上项目(ZR2014FM009) 山东科技大学研究生教育创新计划项目(KDYC14016)
【分类号】：D922.284

【共引文献】