摘要
广义线性模型在精算中的应用始于20世纪80年代,其应用涉及到精算学的各个领域,如生命表的修匀、损失分布、信度理论、风险分类、准备金和费率估计等方面。在对广义线性模型适用于非寿险精算的典型特征进行分析的基础上,对广义线性模型在非寿险精算中的应用及其研究进展进行分析和总结的同时,重点分析利率厘定和准备金估计中广义线性模型的建模思想,并结合实际提出了今后研究的方向。
The paper analyzes the drawbacks of traditional linear models used in non- life insurance. The salient features of the generalized linear models which are suitable to the non - life insurance are showed. The applications of generalized linear models in non- life insurance are reviewed. Specific attention is focused on the variety of models which can be used in nonlife insurance. Further research in this field is pointed out based on practicality.
出处
《统计与信息论坛》
2007年第4期26-31,共6页
Journal of Statistics and Information
基金
天津市2005年度社科研究规划项目(TJ05-TJ001)
中国人民大学应用统计科学研究中心重大项目(05JJD910152)
关键词
广义线性模型
非寿险
费率厘定
准备金
generalized linear models
non-life insurance
rate making
claims reserving
