發(fā)布時(shí)間：2019-02-24 10:29

【摘要】：汽車保險(xiǎn)獎(jiǎng)懲系統(tǒng)是應(yīng)用于續(xù)期保費(fèi)階段的一種重要經(jīng)驗(yàn)估費(fèi)方法,其主要工作原理是依據(jù)歷史索賠信息對投保人進(jìn)行保費(fèi)“區(qū)別”對待:針對在上個(gè)保險(xiǎn)年度內(nèi)沒有發(fā)生索賠事件的投保人實(shí)行減免續(xù)期保費(fèi)的“獎(jiǎng)勵(lì)”,而對發(fā)生過一次或多次索賠要求的投保人在相應(yīng)程度上給予增收保費(fèi)的“懲罰”。本文主要圍繞基于索賠次數(shù)模型的獎(jiǎng)懲系統(tǒng)及其工作原理展開研究討論,具體內(nèi)容和研究成果如下:1.鑒于保險(xiǎn)實(shí)踐中無索賠次數(shù)記錄出現(xiàn)的保單通常在保單組合內(nèi)占有較大比重,本文采用疊加和調(diào)零后的復(fù)合分布類來擬合同質(zhì)性保單的索賠次數(shù),并分別給出了參數(shù)估計(jì)的具體方法;2.獎(jiǎng)懲系統(tǒng)等級轉(zhuǎn)移概率均由其在上一保險(xiǎn)年度內(nèi)的索賠次數(shù)所決定,利用這一工作原理,通過時(shí)間序列方法中的INAR(1)模型對下一保險(xiǎn)年度的索賠次數(shù)進(jìn)行了預(yù)報(bào)估計(jì);3.介紹了經(jīng)典獎(jiǎng)懲系統(tǒng)模型的基本數(shù)學(xué)理論和保費(fèi)選擇方法,從建立保費(fèi)等級,討論等級轉(zhuǎn)移共性法則,計(jì)算索賠發(fā)生概率并得到概率轉(zhuǎn)移矩陣,到最優(yōu)獎(jiǎng)懲系統(tǒng),不同保費(fèi)原理的選擇及保費(fèi)原理下經(jīng)驗(yàn)費(fèi)率系數(shù)的確定等;4.考慮到只依據(jù)索賠次數(shù)分布構(gòu)建的獎(jiǎng)懲系統(tǒng)自身存在的局限性,在真實(shí)索賠次數(shù)模型的基礎(chǔ)上,通過設(shè)立標(biāo)準(zhǔn)索賠額基數(shù)對索賠金額進(jìn)行分類,構(gòu)建出一個(gè)新隨機(jī)變量——高額索賠次數(shù),同時(shí)完成高額索賠次數(shù)的分布模型假設(shè)及參數(shù)估計(jì);5.針對我國保險(xiǎn)公司在車險(xiǎn)經(jīng)驗(yàn)定價(jià)過程中所遇到的實(shí)際問題,提出了對現(xiàn)行獎(jiǎng)懲制度的三大改進(jìn)建議。包括將投保人違章記錄納入車險(xiǎn)獎(jiǎng)懲系統(tǒng);構(gòu)建路徑依賴的獎(jiǎng)懲系統(tǒng);以及利用互聯(lián)網(wǎng)信息技術(shù)搭建信息共享平臺(tái),從而預(yù)防高風(fēng)險(xiǎn)投保人出現(xiàn)逃避繳納溢價(jià)保費(fèi)的行為。
[Abstract]:The automobile insurance reward and punishment system is an important empirical method used in the renewal premium stage. Its main working principle is to treat the policyholder's premium "differently" according to the historical claim information: "reward" for the policy holder who did not have a claim event in the last insurance year. Policy-holders who have made one or more claims are punished to a certain extent. This paper mainly focuses on the reward and punishment system based on the number of claims model and its working principle. The specific contents and research results are as follows: 1. In view of the fact that the number of claims recorded in the insurance practice usually occupies a large proportion in the policy portfolio, this paper uses the composite distribution class after superposition and zero adjustment to fit the claim number of the homogeneous policy. The methods of parameter estimation are given respectively. 2. The probability of grade transfer of reward and punishment system is determined by the number of claims in the last insurance year. Using this working principle, the number of claims in the next insurance year is forecasted by the INAR (1) model in the time series method; 3. This paper introduces the basic mathematical theory of the classical reward and punishment system model and the method of premium selection, from establishing the premium grade, discussing the general law of grade transfer, calculating the probability of claim occurrence and obtaining the probability transfer matrix, to the optimal reward and punishment system. The choice of different premium principle and the determination of experience rate coefficient under premium principle; 4. Considering the limitations of the reward and punishment system based only on the distribution of the number of claims, and on the basis of the true number of claims model, the amount of the claim is classified by establishing a standard base of claim amount, A new random variable, the high number of claims, is constructed, and the distribution model hypothesis and parameter estimation of the high number of claims are completed at the same time. 5. In view of the practical problems encountered by Chinese insurance companies in the process of car insurance experience pricing, three suggestions for improving the current reward and punishment system are put forward. Including the policy holder violation records into the vehicle insurance reward and punishment system; build a path dependent reward and punishment system; and use Internet information technology to build information sharing platform to prevent high-risk policyholders from paying premium premiums.
【學(xué)位授予單位】：吉林大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F842.634

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本文編號(hào)：2429463