| 索赔额服从对数正态分布的车险费率精算模型 |
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| 引用本文： | 郝旭东,郁佳敏.索赔额服从对数正态分布的车险费率精算模型[J].哈尔滨商业大学学报(自然科学版),2008,24(3):382-384. |
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| 作者姓名： | 郝旭东 郁佳敏 |
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| 作者单位： | 1. 上海交通大学,安泰管理学院,上海,200052
2. 中国太平洋财产保险股份有限公司,上海,200120 |
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| 摘 要： | 通过构造索赔额服从对数正态分布时索赔额分布参数y的结构密度函数,引出了保单未来索赔额的最优估计模型,进而得到了既考虑索赔频率又考虑索赔严重性的车险经验费率精算模型,使车险定价更具公平合理性.并且给出了一个适合我国车险国情的精算定价模型实例,以备今后推广索赔严重性车险费率.
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| 关 键 词： | 汽车保险 精算 索赔额 索赔严重性 索赔频率 |
| 文章编号： | 1672-0946(2008)03-0382-03 |
| 修稿时间： | 2007年7月10日 |
An empirical rating actuarial model with claim size following lognormal distribution in automobile insurance |
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| HAO Xu-dong,YU Jia-min.An empirical rating actuarial model with claim size following lognormal distribution in automobile insurance[J].Journal of Harbin University of Commerce :Natural Sciences Edition,2008,24(3):382-384. |
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| Authors: | HAO Xu-dong YU Jia-min |
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| Institution: | HAO Xu-dong, YU Jia-min( 1. Aetna School of Management , Shanghai Jiaotong University, Shanghai 200052, China; 2. China Pacific Property Insurance Co. Ltd , Shanghai 200120, China) |
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| Abstract: | By constructing the structure function of claim size lognormal distribution parametery, an optimal estimator of the policy＇ s future claim size is elicited. An empirical rating actuarial model with allowance for claim frequency and claim severity is presented. The price of automobile insurance is more equitable and reasonable. An typical rating actuarial model fit for Chinese automobile insurance reality is put forward, preliminary to the promotion of rates allowance for claim severity. |
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| Keywords: | automobile insurance actuarial science claim size severity claim frequency |
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