並列摘要
Generalized linear models assume that the influence of the independent variables on the response variable function is linear as a mainstream approach to the research of car insurance pricing. But in the actual situation, a number of factors that affect the frequency and severity of claims are not only a linear form. Simply using linear estimation will cause some variables insignificant, thus it is necessary to introduce generalized additive model. Based on a real dataset of automobile insurance loss, this thesis discussed car insurance pricing with different factors by using GAM-Tweedie model. It showed that the generalized additive GAM-Tweedie model can better explain the impacts on claims than the linear model.
參考文獻
David, M.(2015).Auto Insurance Premium Calculation Using Generalized Linear Models.Procedia Economics and Finance.20,147-156.
Denuit, M.,Lang, S.(2004).Non-life Rate-making with Bayesian GAMs.Insurance: Mathematics and Economics.35(3),627-647.
Huang, S.,Zhang, Y.,Chen, N.(2010).The claims model Based on Tweedie and Zero Adjusted Inverse Gaussian regression.Statistics and Decision.4,27-29.
Jong, P. D.,Heller, G. Z.(2008).Generalized Linear Models for Insurance Data.Cambridge:Cambridge University Press.
Meng, S.(2014).The actuarial statistical models of auto insurance.Beijing:China Statistics Press.
延伸閱讀
- 許平（2017）。Applications of Connected Cars on Insurance Pricing〔碩士論文，國立臺灣大學〕。華藝線上圖書館。https://doi.org/10.6342/NTU201700271
- 傅曉婷（2012）。The Application of “Riskiness” on Insurance Pricing〔碩士論文，國立臺灣大學〕。華藝線上圖書館。https://doi.org/10.6342/NTU.2012.02885
- 郭巧敏、张诗雨、郑超月、张可睿、王宇寒（2019）。RESEARCH ON THE INFLUENCING FACTORS OF USED CAR VALUATION MODEL。Journal of Data Analysis，14(2)，25-48。https://doi.org/10.6338/JDA.201904_14(2).0002
- 雷舒帆（2020）。Can Purchasing Management Index Predict the Premium of Automobile Physical Damage Insurance〔碩士論文，逢甲大學〕。華藝線上圖書館。https://doi.org/10.6341/fcu.M0802298
- 黃仁譽（2008）。Research on Fraud for General Insurance〔碩士論文，淡江大學〕。華藝線上圖書館。https://doi.org/10.6846/TKU.2008.00224