發(fā)布時(shí)間：2018-06-03 15:18

  本文選題：案均賠款法 + 異常數(shù)據(jù)��； 參考：《財(cái)經(jīng)理論與實(shí)踐》2017年03期

【摘要】：在存在異常值的情況下,非壽險(xiǎn)公司應(yīng)用傳統(tǒng)案均賠款法估計(jì)準(zhǔn)備金常出現(xiàn)估計(jì)精度不高的問題。在分析傳統(tǒng)案均賠款法中進(jìn)展因子和結(jié)案率估計(jì)方法的缺陷之后,引入數(shù)學(xué)規(guī)劃法對(duì)估計(jì)方法進(jìn)行改進(jìn),建立進(jìn)展因子和結(jié)案率的二次規(guī)劃和目標(biāo)規(guī)劃模型,并引入權(quán)重因子弱化異常數(shù)據(jù)對(duì)進(jìn)展因子和結(jié)案率估計(jì)結(jié)果的影響,運(yùn)用一組流量三角形數(shù)據(jù)進(jìn)行實(shí)證分析,結(jié)果表明:數(shù)學(xué)規(guī)劃法可以有效估計(jì)進(jìn)展因子和結(jié)案率,弱化異常數(shù)據(jù)對(duì)準(zhǔn)備金估計(jì)結(jié)果的影響。
[Abstract]:In the case of outliers, the estimation accuracy of reserve is often not high when the traditional method of average compensation is used by non-life insurance companies. After analyzing the defects of the progress factor and the estimation method of the case closure rate in the traditional compensation average method, the mathematical programming method is introduced to improve the estimation method, and the quadratic programming and goal programming model of the progress factor and the completion rate are established. By introducing the weight factor to weaken the influence of abnormal data on the estimation results of progress factor and closure rate, an empirical analysis is carried out by using a set of traffic triangle data. The results show that the mathematical programming method can effectively estimate the progress factor and the completion rate. Weakens the abnormal data to the reserve estimate result influence.
【作者單位】： 山東科技大學(xué)數(shù)學(xué)與系統(tǒng)科學(xué)學(xué)院;
【基金】：國(guó)家自然科學(xué)基金項(xiàng)目(61502280)
【分類號(hào)】：F840.4
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本文編號(hào)：1973245