广义线性模型与汽车保险费率厘定（Generalized linear model and auto insurance premium rate）.docVIP

广义线性模型与汽车保险费率厘定（Generalized linear model and auto insurance premium rate） Generalized linear model and auto insurance premium rate San Ming Hu School of insurance, Southwestern University of Finance and Economics [Abstract] this paper reviews the development course of the automobile insurance pricing model, and the generalized linear model from modeling, statistical analysis, model selection and diagnosis etc. are analyzed in detail, and finally through a example to introduce the car insurance rate in the process of determining the specific use of classification fees, with a strong practical significance. [Key words] generalized linear model, classification, rate determination I. Introduction The traditional pricing model, the single factor actuary depends too much on the simple analysis and double factor analysis method, the single factor analysis is often influenced by the correlation between the rate factor and distorted, but also did not take into account the influence of the independent factor. In this regard, the actuary explored the iterative model, the least deviation method, in 60s, which led to significant improvements, but still failed to form a complete statistical framework. The minimum deviation method tries to obtain the optimal solution of a series of equations by iterative method, but it can not test the effect of a particular variable and can not provide a reliable range of parameter estimation. The generalized linear model (GLM) is a traditional linear model and the extension of many of the most common minimum deviation method, from a technical point of view, than the iterative model more efficient standard, it provides statistical diagnosis function, help to select important variables and confirm the assumptions of the model. Today, generalized linear models are recognized as an industry standard model for pricing private cars and other private businesses as well as small group businesses in the European Union and many other markets. The generali