日历年效应与链梯法（英文）  

Calendar Year Effect and Linked Ratio Method

作　　者：Shamita Dutta Gupta Xiaotie She Shamita Durra Gupta;Xiaotie She(Department of Mathematics,Pace University,NewYork,NY 10038,Ameirca;Everest Life LLC,Queens,NewYork,NY 11365,America)

机构地区：[1]丕士大学数学系,美国纽约ny10038 [2]珠峰人寿咨询公司,美国纽约ny11365

出　　处：《宁夏大学学报（自然科学版）》2018年第3期207-211,共5页Journal of Ningxia University(Natural Science Edition)

摘　　要：日历年效应有其经济直观性,尤其是对于那些宏观经济因素对损失索赔有重要影响的业务领域,如工人赔偿.本文利用模拟方法比较了链梯法与日历年模型.假定索赔额遵循日历年模型给出的过程,然后模拟随机索赔额.根据模拟索赔额,使用日历年模型和链梯法计算赔款准备金,并对结果进行了比较.Calendar year effect has its economic intuitions, especially for those businesses lines where macroeconom ic factor has significant influence on loss claims, such as worker＇ s compensation. In this paper the linked ratio method is compared with the calendar year model using a simulation approach. The claim amount is assumed to fol lows the process given by the calendar year model, then the random claim amount is simulated. The loss reserves are calculated using both the calendar year model and the linked ratio method based on the simulated claim amount, and the results are compared.

关 键 词：赔款准备金 模拟 日历年效应 损失流量三角形 链梯法 

分 类 号：F840.4[经济管理—保险]