Differential Analysis of Category Risk Factors in Vehicle Insurance Claim Frequencies——Blinder-Oaxaca Decomposition Based on the Zero-Inflated Poisson Model
In this paper,a statistical method is given for the analysis of the difference of category risk factors affecting the number of claims in vehicle insurance.Because there is often a certain correlation between risk factors in the vehicle rating,if the generalized linear model continues to be used to fit the distribution of the claim frequencies,a certain deviation will occur when explaining the influence of category risk factors on the claim frequencies according to the estimated parameters of the model.In order to solve this problem,this paper models the zero-inflated Poisson model based on the category risk factor under the Blinder-Oaxaca decomposition idea,models and analyzes a set of vehicle insurance claim data,and uses the Bootstrap method to simulate the difference of category risk factors and gives confidence intervals.Compared with the fitting results of the zero-inflated Poisson model,the results show that the Blinder-Oaxaca decomposition using the zero-inflated Poisson model can better reflect the information difference of the data itself and reflect the risk level between the classification risk factors,so as to provide a certain theoretical basis for the classification rate determination technology.
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