【摘要】：對保險公司來說,科學(xué)合理的提取責(zé)任準(zhǔn)備金對保險公司的經(jīng)營和保險監(jiān)管有著重要意義.一方面,準(zhǔn)備金評估的準(zhǔn)確性是真實反映保險公司經(jīng)營成果的基礎(chǔ),也是公司經(jīng)營管理中進(jìn)行科學(xué)決策的基礎(chǔ);另一方面,準(zhǔn)備金提取的充分性對保險公司的償付能力狀況和風(fēng)險狀況產(chǎn)生重大影響.根據(jù)保險事故的發(fā)生和索賠進(jìn)展模式的不同,責(zé)任準(zhǔn)備金分為未到期責(zé)任準(zhǔn)備金、未決賠款準(zhǔn)備金,未到期責(zé)任準(zhǔn)備金的評估相對而言較為直接,而未決賠款準(zhǔn)備金的評估,無論是從理論上還是從方法上都存在著很多難點(diǎn).因為通常在一特定起始年的索賠事故,經(jīng)常不能在同一年內(nèi)處理完畢,如對責(zé)任險種而言,一般會有很長的法律程序；又如傷殘保險,其危害及其引起的索賠在數(shù)年后才出現(xiàn),這些情況都會引起賠案的報告延遲和索賠延遲. 在非壽險準(zhǔn)備金評估實務(wù)中,對未決賠款準(zhǔn)備金的評估多年來一直基于流量三角形技術(shù)的鏈梯法、B-F法、案均賠款法等方法.這些模型都是基于聚合數(shù)據(jù),而聚合數(shù)據(jù)是對賠案個體數(shù)據(jù)的加總,部分丟失了個體數(shù)據(jù)所包含的信息,影響了準(zhǔn)備金預(yù)測的準(zhǔn)確性.應(yīng)用精算學(xué)的方法對準(zhǔn)備金進(jìn)行估計,實際上是根據(jù)過去的經(jīng)驗數(shù)據(jù)預(yù)測未來賠付額.因此,如何有效地搜集、整理并利用歷史經(jīng)驗數(shù)據(jù),發(fā)現(xiàn)這些歷史數(shù)據(jù)所隱含的理賠模式的特征以及變化趨勢是預(yù)測未來準(zhǔn)備金情況的關(guān)鍵問題. 本文從賠案的索賠額和索賠數(shù)目兩個方面對未決賠款準(zhǔn)備金進(jìn)行了研究,通過增加賠案報告數(shù)目流量三角形,建立了一個基于個體數(shù)據(jù)的索賠模型,通過該模型可以把RBNS準(zhǔn)備金和IBNR準(zhǔn)備金分開得到估計.為準(zhǔn)備金評估提供了一種新的有效方法
[Abstract]:To the insurance company, it is important for the insurance company to draw the liability reserve scientifically and reasonably. On the one hand, the accuracy of reserve evaluation is the basis of reflecting the management results of insurance companies, and also the basis of scientific decision-making in the management of insurance companies. On the other hand, the adequacy of reserve provision has a significant impact on the solvency and risk status of insurance companies. According to the occurrence of insurance accident and the difference of claim progress pattern, the liability reserve is divided into undue liability reserve, pending claim reserve, undue liability reserve evaluation is relatively direct, while the assessment of outstanding claim reserve, There are many difficulties in both theory and method. Because claims, usually in a particular initial year, are often not processed within the same year, there are generally lengthy legal procedures for liability insurance types; For example, disability insurance, whose hazards and claims arise only after a few years, can cause delays in the reporting of claims and delays in claims. In the practice of non-life insurance reserve evaluation, the evaluation of pending claim reserve has been based on the flow triangle technique for many years, such as chain ladder method, B-F method, case average compensation method and so on. These models are based on aggregate data, and aggregate data is the sum of individual data, which partially loses the information contained in individual data and affects the accuracy of reserve forecast. The estimation of reserves by means of actuarial methods is in fact a prediction of future claims based on past empirical data. Therefore, how to collect, collate and utilize the historical experience data effectively, and find out the characteristics and changing trend of the claim pattern implied by these historical data are the key problems in predicting the future reserve situation. In this paper, the amount of claims and the number of claims in compensation cases are studied. By increasing the number of claims reported, a claim model based on individual data is established. Through this model, the RBNS reserve and the IBNR reserve can be estimated separately. It provides a new and effective method for reserve evaluation.
【學(xué)位授予單位】：西北師范大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F840.4;F224

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相關(guān)期刊論文 前1條

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本文編號：2316114