| GAM在汽车保险定价中的应用研究 |
| |
| 引用本文： | 童丽娟.GAM在汽车保险定价中的应用研究[J].数学的实践与认识,2011,41(17). |
| |
| 作者姓名： | 童丽娟 |
| |
| 作者单位： | 湖南机电职业技术学院人文科学系,湖南长沙,410151 |
| |
| 摘 要： | 汽车保险定价的基础在于风险分析,车辆、驾驶人以及行车环境等因素构成汽车保险定价所倚赖的一个风险系统.本文引入广义加法模型(GAM).将非参数平滑方法应用于到GAM中,结合贝叶斯理论(Bayes)和马尔可夫蒙特卡罗(MCMC)方法得到参数估计,构建汽车保险定价模型,并以国外某保险数据为样本进行实证分析,得到了较好的效果.
|
| 关 键 词： | 汽车保险定价 GAM 贝叶斯 MCMC |
The Research of Car Insurance Pricing Base on GAM |
| |
| TONG Li-juan.The Research of Car Insurance Pricing Base on GAM[J].Mathematics in Practice and Theory,2011,41(17). |
| |
| Authors: | TONG Li-juan |
| |
| Institution: | TONG Li-juan (Hunan Mechanical & Electrical Polytechnic,Hunan Sciences Department,Changsha City,Hunan 410151,China) |
| |
| Abstract: | The basic Principle on car insurance pricing is risk analysis.The conditious of car,the car drivers,and circumference of driving make a whole risk system of car insurance pricing.We introduce the Generalized Addictiv Model to car insurance pricing as a starting point.GAM applies the nonparametric smoothing to estimates parameter,combined with bayes theory and MCMC methods,which construct car insurance pricing model to a foreign insurance data. |
| |
| Keywords: | car insurance pricing generalized linear model bayes theory markov chain monte carlo simulation |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
|
