基于三角模糊数的案均赔款模型

针对传统案均赔款法无法度量准备金评估的不确定性问题,提出基于模糊数的案均赔款法。把非对称的三角模糊数引入到案均赔款法之中,得到累计已报案件数和案均赔款的模糊进展因子,进而计算出各个事故年对应的最终赔款的预测区间及相对应的未决赔款;最后通过决策者风险参数和不确定性参数的不同取值,得到准备金的波动性度量。实证证明该方法可以有效度量准备金预测值的不确定性和波动性。

Payments Per Claim Method on Fuzzy Numbers

Proposing a payments per claim method based on the fuzzy number, which aims at the problem that the traditional payments per claim method can not measure the uncertainty of reserve assessment. Introducing the asymmetric triangular fuzzy number into payments per claim method to get the fuzzy cumulative number of reported cases and the fuzzy progressive factors of payments perclaim. And then calculate the final compensation of the forecast interval and the outstanding claims corresponding the respective accident years. Finally, the volatility measure of the reserve is obtained by the different value of the decision maker's risk parameter and the uncertainty parameter. It is proved that this method can effectively measure the uncertainty and volatility of reserve forecast.