保险赔付率归因分析方法研究与应用  

The Research and Application of Insurance Loss Ratio Attribution Analysis Method

作　　者：孙启峰 傅宝丽 SUN Qifeng;FU Baoli

机构地区：[1]中国人寿财产保险股份有限公司精算部,北京100033

出　　处：《保险职业学院学报》2024年第5期31-37,共7页Journal of Insurance Professional College

摘　　要：保险公司在开展业务分析、财务分析时,常常需要对赔付率的变化进行解析,找到问题所在并加以调整和改进。因此,探索如何科学、快速、有效地将赔付率的变化进行量化归因是一个非常有实际意义的研究问题。本文系统梳理了实务中常用的归因分析方法,根据对归因分析本质的探索提出了使用Shapley value作为赔付率归因分析算法的观点,并通过样例数据测算展示了具体应用效果,同时验证了采用随机抽样提高计算效率的可行性。希望这个方法的应用能够有助于保险公司对赔付率变化的分析和解读。When insurance companies carry out business analysis and financial analysis,they often need to analyze the change of loss ratio,identify root causes,and implement necessary adjustments and improvements.As a result,developing a scientific,efficient,and effective approach for conducting attribution analysis of loss ratio changes is a research question of significant and practical importance.This paper provides a comprehensive review of commonly used attribution analysis methods and proposes Shapley value as a novel algorithm for loss ratio attribution analysis,grounded in an exploration of the core principles of attribution.Through a practical example,the paper demonstrates the specific application and effectiveness of this method,while also validating the use of random sampling techniques to enhance computational efficiency.It is hoped that the application of this method can help insurance companies to analyze and interpret the changes of loss ratio.

关 键 词：保险 赔付率 归因分析 Shapley value 

分 类 号：F840.47[经济管理—保险]