The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Suggestions of Partial Credibilities for Proper Non-Life Insurance Premium

적정 손해보험료 산정을 위한 부분신뢰도 제안

  • Kim, Myung Joon (Department of Business Statistics, Hannam University) ;
  • Choi, Jung-Ah (Department of Statistics, Graduate School of Chung-Ang University) ;
  • Kim, Yeong-Hwa (Department of Applied Statistics, Chung-Ang University)
  • 김명준 (한남대학교 비즈니스 통계학과) ;
  • 최정아 (중앙대학교 대학원 통계학과) ;
  • 김영화 (중앙대학교 응용통계학과)
  • Received : 2013.01.07
  • Accepted : 2013.03.29
  • Published : 2013.04.30
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Abstract

Credibility theory is one of important theories in actuarial science to produce proper insurance premium. In this paper, new partial credibilities are proposed and introduced with widely accepted credibility theories such as rule of relative exposure volume, square root rule, B$\ddot{u}$hlmann credibility and B$\ddot{u}$hlmann-Straub credibility. Also, with credibilities estimated by current and newly suggested, the performance of the accuracy for estimating the risk is compared through real data analysis and we show that the newly suggested methods are improving the performance by reducing the error.

신뢰도 이론은 적정하고 합리적인 보험료를 산정하기 위한 보험통계학의 이론 중 하나이다. 본 논문에서는 신뢰도의 개념과 함께 기존에 절리 사용되고 있는 여러 가지 부분신뢰도(유효대수 법칙, 제곱근 법칙, 뷸만, 뷸만-스트라웁)를 소개하고, 새로운 부분신뢰도(새로운 유효대수 법칙, 새로운 제곱근 법칙)를 제안하였다. 또한 실제 자료를 이용하여 기존의 방법과 새로운 방법으로 부분신뢰도와 부과보험료를 추정하였으며, 추정된 부과보험료와 전체 손해액의 차이를 비교하여 정확성을 알아보았다. 실제 자료를 바탕으로 분석한 결과, 본 논문에서 제안하는 새로운 부분신뢰도를 적용하여 부과보험룔를 산출한 것이 기존의 방법보다 오차가 개선되는 것을 확인할 수 있었다.

Keywords

References

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