車險獎懲系統(tǒng)及其定價.pdf

1、西安理工大學碩士學位論文車險獎懲系統(tǒng)及其定價姓名：吳建祥申請學位級別：碩士專業(yè)：應用數(shù)學指導教師：王秋萍20070301Title：THEBONUSMALUSSYSTEMANDRATEMAKINGINAUTOMOBILElNSURANCEMajor：AppliedmathematicsName：JianxiangWUSigSupervisor=AssociateprofQiupingWANGSigAbstractActuarialmat

2、hematicsisamarginalsciencebetweenappliedmathematicsandinsurancestudyfieldBonus—malussystem(BMSinshert)inautomobileinsuranceisanexperientialratingsystemwhichextensivelyusedinautomobileinsuranceItisusedtodeterminingtheprem

3、iumsaccordingtothedriver’ShistoricclaimrecordsBonus—mainssystemisbecamingamoreimportantthemeinActuarialmathematicsasitassociateswithratemakingMarkovchainStatisticaltheoryandOptimizationmethodareusedtostudybonusmalussyste

4、ms，mainlyfocnsmgonrevisinganddesigningofthebonusmalussystemtheprimaryresearchcontentandresultsareobtainedasfollowes：1Basedonthecharacteristicthattheclaimnumberwhichreportedislessthanthepracticalaccidentnumberinaportfolio

5、ofinsurancepolicyholderthepaperpresentedanewc／assofclaimdistributiontofittheclaimsnumbersonhomogeneouspolicyholdersParametersareestimatedbymaximumlikelihoodinthetwodistributionsFinallywegaveaexampleandanalyzedtheresults2

6、WepresentedamethodtocompntethepremiumeoemcientforeachlevelofthescalewhentheclaimfrequencydistributioniSassumedtoconformnegativebinomialdistributionorthenoaparametricmixedpoissondis拄ibutionthetheoreticmodelsofbonusmainssy

7、stemsareappliedtothepracticalbonusmainssystemsmodelwithlimitedscalebythisway3WeconstructedanappliedBMSinvolvingclaimamountandresponsibilitytoabateunfairintheBMSinwhichclaimnumberisconsideredasonlyfactor4Consideringthepof

8、icyholder’priorinformationinthemodlewithadeductiblevaryingaccordingtotheleveloccupiedinthescales，werevisitedtheoriginalmethodtocomputerthedeductibleinthemedic，wealsoconsideredthefinancialbalancedfortheinsuranceagentSo，th

9、edeductibleisfurtherscientificandreasonable5Weconstructedabonnsmalussystemsbasedonthetypeofclaims111eclaimsaredividedintomaterialdaulageandbodilyinjuryexpectedvalueprincipleisusedtocomputethebonnsmalussystems’premiumKeyw