索赔额服从对数正态分布的车险费率精算模型  

An empirical rating actuarial model with claim size following lognormal distribution in automobile insurance

作　　者：郝旭东[1] 郁佳敏 

机构地区：[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

出　　处：《哈尔滨商业大学学报（自然科学版）》2008年第3期382-384,共3页Journal of Harbin University of Commerce：Natural Sciences Edition

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.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.

关 键 词：汽车保险 精算 索赔额 索赔严重性 索赔频率 

分 类 号：F840.63[经济管理—保险]