COMPARATIVE ANALYSIS ON TIME SERIES MODELS FOR THE NUMBER OF REPORTED DEATH CLAIMS IN KOREAN COMPULSORY AUTOMOBILE INSURANCE

  • Lee, Kang-Sup (Department of Mathematics Education, Dankook University) ;
  • Kim, Young-Ja (Department of Mathematics Education, Dankook University)
  • 발행 : 2004.11.01

초록

In this paper, the time series models for the number of reported death claims of compulsory automobile liability insurance in Korea are studied. We found that IMA${(0, 1, 1)}\;{\times}\;{(0, 1, 1)}_{12}$ would the most appropriate model for the number of reported claims by the Box-Jenkins method.

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