广义线性混合模型在机动车辆保险费率厘定中的方法研究
发布时间：2018-12-31 15:14
【摘要】：改革开发30年以来，我国社会经济的发展和人民生活水平都有了显著的提高，而且近年来，，我国非寿险市场的发展也随之被带动起来，机动车辆保险在财险中的比重一直较大。但由于我国现代保险业起步比较晚，非寿险精算技术还比较落后，广义线性模型是目前在机动车保险的费率厘定中应用广泛的方法，虽然其在拟合保险数据的线性部分存在优势，但其弊端也越来越受人们的关注。基于以上现实，挖掘新的模型作为车险费率的分析方法，提高费率厘定的准确性，即成为我国机动车辆保险发展中必须解决的一个现实问题。 本文以金融学、精算学、统计学作为理论基础，采用定性和定量、比较分析法、以及理论研究与实证研究相结合的方法，进行对广义线性混合模型在机动车辆费率厘定的应用研究。本文阐述了保险费率厘定的概念、重要意义以及保险费率的构成及影响因素，并且介绍了传统费率厘定的方法并分析了所存在的不足，通过从广义线性混合模型的基本原理入手，将其与传统方法进行了比较，并且得出了广义线性混合模型在费率厘定中存在的优势所在，利用一组车险损失数据从索赔频率和次均赔款两方面进行实证分析，验证了广义线性混合模型在费率厘定中的精确性和可行性。
[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.
【学位授予单位】：首都经济贸易大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F224;F842.63
本文编号：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.
【学位授予单位】：首都经济贸易大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F224;F842.63
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