索赔额服从对数正态分布的车险经验费率精算模型

上海交通大学学报（自然版）

索赔额服从对数正态分布的车险经验费率精算模型

郁佳敏1，郝旭东2

(1.上海金融学院国际金融保险学院，上海 201209;2.上海交通大学安泰经济与管理学院, 上海 200052)

收稿日期:2007-07-06 修回日期:1900-01-01 出版日期:2008-11-28 发布日期:2008-11-28
通讯作者: 郁佳敏

An Empirical Rating Actuarial Model with Claim Size Following Lognormal Distribution in Automobile Insurance

YU Jia-min1,HAO Xu-dong2

(1. School of International Finance University,Shanghai Finance & Insurance,Shanghai 201209,China;
2.Antai College of Economics & Management ,Shanghai Jiaotong University,Shanghai 200052,China)

Received:2007-07-06 Revised:1900-01-01 Online:2008-11-28 Published:2008-11-28
Contact: YU Jia-min

摘要/Abstract

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.给出了一个适合我国车险国情的精算定价模型实例，以备今后推广考虑索赔严重性的车险费率.

关键词: 汽车保险, 精算, 索赔额, 索赔频率

Abstract: By constructing the structure function of claim size lognormal distribution parameter y, an optimal estimator of the policy’s future claim size was elicited.An empirical rating actuarial model with allowance for claim frequency and claim severity was presented. Thus, the pricing on automobile insurance is more equitable and reasonable. Furthermore, a typical rating actuarial model fit for Chinese automobile insurance reality was put forward，preliminary to the promotion of rates allowance for claim severity.

中图分类号:

F 840.63

郁佳敏，郝旭东. 索赔额服从对数正态分布的车险经验费率精算模型[J]. 上海交通大学学报（自然版）.

YU Jia-min1,HAO Xu-dong2. An Empirical Rating Actuarial Model with Claim Size Following Lognormal Distribution in Automobile Insurance[J]. Journal of Shanghai Jiaotong University.