Application of Generalized Linear Model in Risk Premium Estimation of Automobile Extended Warranty
Based on the sample of the actual policy data of an insurance company from January 2010 to March 2019,this paper uses Poisson model and Gamma model to estimate the claim frequency and claim severity respectively,and a risk premium calculation model is given.The results of the quantitative research and analysis of the factors affecting the risk premium show that this method can construct the numerical relationship between multiple variables and risk premium so that the information loss is reduced,and the rate sheet based on model can be a reference for practical application.The comparison between risk pre-mium based on our rate sheet and the traditional method shows that the method used in this paper is rational and superior.
auto extended warrantyrisk premiumgeneralized linear modeldifference rate
国家科技期刊平台
NSTL
万方数据
维普
