基于左截尾g-h分布的船舶溢油损失分布拟合研究

由于船舶溢油损失对保险公司的影响非常大,保险费率厘定过程中对损失分布拟合的研究非常重视.以全国船舶溢油事故损失数据为样本,对船舶溢油损失序列的分布特征进行研究.通过实证研究发现,船舶溢油损失数据不服从正态分布,具有"右偏、尖峰、厚尾"的特性.考虑船舶溢油损失数据的左截尾特性,将左截尾g-h分布引入船舶溢油损失序列的分布拟合中,结果表明,这种分布对船舶溢油损失数据的拟合效果与传统分布相比更好.

Research Based on Fitting the Left Truncated G-H Distribution to Ship Oil Spill Data

Since the severe impact of oil spill of ships loss on the insurance company,the loss distribution fitting research on determining the premium is very important.In this paper,oil spill of ships loss distribution characteristics were studied.According to the samples of oil spills from ships loss data in China,Ship oil spill loss data are not normally distributed and has a "right skewness,sharp peak,heavy tail" feature instead.Due to the characteristics of left truncated data,this paper use the left g-h distribution to test the oil spill loss distribution fitting effect.The results show that the g-h distribution effect is better than the traditional distribution.