短期健康險(xiǎn)風(fēng)險(xiǎn)管理中的精算模型.pdf

1、Y。954734援旦大擎碩士學(xué)位論文短期健康險(xiǎn)風(fēng)險(xiǎn)管理中的精算模型院系：數(shù)學(xué)科學(xué)學(xué)院專業(yè)：姓名：指導(dǎo)教師：完成日期：應(yīng)用數(shù)學(xué)余偉強(qiáng)尚漢冀教授2006年5月14日攀校代碼：10246學(xué)號(hào)I032018035復(fù)旦大學(xué)碩士學(xué)位論義ActuarialModelsandItsApplicationsonRiskManagementofShortTermHealthInsurance‘AbstractShorttermhealth1nsurance

2、lsoneofthemostimportantbusinessblocksinhealthproductline，andalwayspopularindomesticinsurancemarketDespiteofthestrongdemandfromthemarket，manyofShorttermhealthbusinessesweresuspendedbyalotofinsurersinrecentyearsOneofthemos

3、timportantreasonswasthelackofriskmanagementandrisk—distinguishmethodsinunderwriting，pricing，andreservingAlthoughmostinsurancecompanieshadamassofbusinessdataavailable，theydidn’tmakefulluseofthemtoevaluateandclassifyclient

4、s’riskprofilesAsinsurersanxiouslyexpected，thispaperestablishedallactuarialmodel，RiskMeasuringModel，basedonpoliciesandclaimsinformationThealgorithmisimplementedbymultivariatedataanalysissuchasPoissonLog—linearModelandWeig

5、htfunctionEstimateMethodThefrequency，expenseandlengthofhospitalizationCantheneasilybepredictedusingthismodel，andthenbeappliedactuariallytoevaluateandclassifyeachhealthpolicyinunderwriting，pricingandreservingareasFurtherm

6、ore，thispaperutilizesasetofrealshorttermhealthinsurancedatatoillustratethewholemodelingprocessindetailAlthoughbusinessdataminingbecomesmoreandmorepopularforriskmanagementinforeigninsurancecompanies，therearemuchlesssystem