交强险IBNR评估方法研究

Research on IBNR Estimating Method for CTP

由于中国交强险方案的调整,导致目前保监会规定的四种IBNR评估方法都不适合。所以,以中国某家财产险公司医疗费用为例,给出了一种新IBNR评估方法。该方法利用了损失数据信息,考虑了责任限额和费率调整所产生的影响,弥补了B-F法和S-B法的缺点。最后对该方法的应用性进行了总结,并提出了若干建议。

Because of the adjustment for Chinese CTP plan, it is inappropriate for using four stipulated methods to estimate IBNR by CIRC. Based on the medical claims for a Chinese P＆C insurer, we put forward a new method to estimate IBNR. The method considers the impacts of adjustment of limits and rates, and makes the most of loss data information as well, so it compensates the weaknesses of B - F method and S - B method. At last, we summarize the applications of the method, and raise some advices as well.