The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Estimating the Automobile Insurance Premium Based on Credibilities

여러가지 신뢰도에 근거한 자동차 보험료 예측

  • Received : 20101200
  • Accepted : 20110200
  • Published : 2011.04.30
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Abstract

Credibility theory is one of the most important theories of actuarial science to calculate the proper insurance premium. In this paper, the rule of relative exposure volume, the square root rule, the B$\"{u}$hlmann credibility and B$\"{u}$hlmann-Straub credibility with the basic concept of credibility have been introduced, Also, we estimate new premiums based on these methods for real data. As a result, the rule of relative exposure volume provides the highest accuracy.

합리적인 보험료를 책정하기 위해 사용되는 신뢰도 이론은 보험통계학의 중요한 주요 이론 가운데 하나이다. 본 논문에서는 신뢰도 이론의 기본 개념과 함께 유효대수 법칙, 제곱근 법 칙, B$\"{u}$hlmann 신뢰도, B$\"{u}$hlmann 신뢰도, B$\"{u}$hlmann-Straub 신뢰도 등을 소개하였다. 또한 이러한 방법들에 근거하여 새로운 보험료를 실제 자료를 시용하여 예측하였다. 결론적으로, 유효대수 법칙이 가장 정확한 예측력을 보였다.

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References

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  2. Bayes Risk Comparison for Non-Life Insurance Risk Estimation vol.27, pp.6, 2014, https://doi.org/10.5351/KJAS.2014.27.6.1017