分位数回归在非寿险产品费率厘定中的应用被引量：2

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摘要文章首先分析了非寿险产品费率厘定中的零索赔额现象;指出了线性回归模型和广义线性模型在非寿险产品费率厘定中存在的问题和不足;分析了分位数回归模型在非寿险产品费率厘定中的优点,并结合实例,给出了实证分析。结果表明,分位数回归模型更能从整体上反映出费率厘定变量之间的关系及其对索赔额的影响。

作者郭念国徐昕

机构地区中国人民大学统计学院河南工业大学理学院中国保险监督管理委员会博士后科研工作站

出处《统计与决策》 CSSCI 北大核心 2010年第24期28-30,共3页 Statistics & Decision

基金河南工业大学青年教师科研资助项目(08XJC026)

关键词费率厘定线性回归模型广义线性模型分位数回归

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统计与决策

2010年第24期

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