大数据背景下寿险产品定价与创新被引量：6

Study on Applying Big Data in Chinese Insurance Companies

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摘要论文主要探讨保险公司如何应用大数据,包括其在保险产品定价、客户价值挖掘以及巨灾风险估计方面的应用。首先基于实际调查结果对中国保险业的数据量进行了统计分析,并给出了数据使用效率的统计结果;其次以具体数据为基础,利用大数据方法和思想对传统的保险产品精算定价进行了改进,包括寿险产品以及财产险产品,该结果使保险公司获得了更大的比较优势;再次还基于寿险公司以及健康险公司的数据融合,通过设计全覆盖的保险产品来挖掘客户价值,并获得产品定价结果;最后还基于跨公司和行业的大数据应用,利用极值理论对中国巨灾风险进行了建模,使之能够应用于保险公司的保险和再保险业务中。 The paper discuss how to apply Big Data theory and technique in insurance companies. And three applying ways were promo- ted which included insurance products pricing, Catastrophe risk modeling and customer value exploration. Also the paper in- troduced the statistical results of general data situations of insurance industry. In aspect of products pricing, the paper gave the detailed process of Big Data and got a more competitive results. In aspect of customer value exploration, the paper de- signed all - covered insurance products based on Big Data technique. In aspect of Catastrophe risk, the paper succeeded to build models with the help of Big Data and extreme value theory.

作者张宁

机构地区中央财经大学中国精算研究院

出处《贵州财经大学学报》 CSSCI 北大核心 2014年第2期36-42,共7页 Journal of Guizhou University of Finance and Economics

基金教育部重点研究基地重大项目"数量风险管理在长寿风险最优再保险和计算金融中的应用"(11JJD790004) 中央财经大学青年创新团队项目"中国系统性金融风险的识别度量与管理" 中国人民财产保险股份有限公司灾害研究基金项目"中小微企业保险风险研究"阶段性成果

关键词大数据精算定价客户价值巨灾风险极值理论 Big Data Actuarial Pricing Customer Value Catastrophe risk extreme value theory

分类号 F840 [经济管理—保险]

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