广义线性模型在汽车延保风险保费测算中的应用
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引用本文:李 荣,张筑秋,叶义琴.广义线性模型在汽车延保风险保费测算中的应用[J].经济数学,2020,(1):97-105
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作者单位
李 荣,张筑秋,叶义琴 (贵州民族大学 数据科学与信息工程学院,贵州 贵阳 550025) 
中文摘要:基于保险公司2010年1月—2019年3月的实际保单数据样本,分别运用广义线性模型中的泊松模型和伽玛模型测算出险频率和案均赔款,构建风险保费测算模型,对影响风险保费的因素进行定量研究及分析.结果表明:该方法能够构建多个变量与风险保费的数值关系,减少了信息的损失,得到的费率表可作为实际应用的参考.最后,通过该方法测算结果与市场定价的实例比较对方法的合理性与优越性进行了说明.
中文关键词:汽车延保  风险保费  广义线性模型  差异率
 
Application of Generalized Linear Model in Risk Premium Estimation of Automobile Extended Warranty
Abstract:Based on the sample of the actual policy data of an insurance company from January 2010 to March 2019, this paper uses Poisson model and Gamma model to estimate the claim frequency and claim severity respectively, and a risk premium calculation model is given. The results of the quantitative research and analysis of the factors affecting the risk premium show that this method can construct the numerical relationship between multiple variables and risk premium so that the information loss is reduced, and the rate sheet based on model can be a reference for practical application. The comparison between risk premium based on our rate sheet and the traditional method shows that the method used in this paper is rational and superior.
keywords:auto extended warranty  risk premium  generalized linear model  difference rate
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