基于广义线性模型的分类费率厘定方法

在我国传统的财产保险计量模型基础上,提出广义线性模型与风险费率厘定相结合的定价方法。广义线性模型有三项构成要素:随机成分,系统成分,联结函数。在非寿险业务中,通常需要根据个体风险的特征对其进行分类,并在分类的基础上厘定各个风险类别的费率。本文将这两方面结合起来,并在非寿险的费率厘定方面建立了相应模型。

Classification ratemaking based on generalized linear models

A pricing method is presented which combines GLM and risk theory under the discussion of traditional model of property insurance of China.GLM have three integrants:stochastic ingredient;system ingredient and link function.In the non-life insurance service,it's usually needed to classify the individual risk according to the characteristic and make rate in the basic of the classification.The paper combines these two aspects,and establishes models of ratemaking and the estimation of claims reserving.