财经理论与实践2016，Vol.37Issue(3)：22-29,8.
面板数据下的线性混合模型及其在车险费率厘定中的应用
Linear Mixed Models for Panel Data and Their Applications in Auto Insurance Rate-making
摘要
Abstract
Linear mixed models for panel data and their applications in auto insurance pricing are discussed.Actuaries can use linear mixed models on panel data for credibility rate-making purposes.Using panel data (2008-2012)from 31 provinces,municipalities or autonomous re-gions of China for an empirical analysis,the present paper studies the long-term equilibrium be-tween the average losses of traffic accident of each time,frequencies of accidents and per capita GDP,population density,the quantity of civilian vehicles by using the panel data model.The av-erage losses of traffic accident of each time and the frequencies of accidents are selected as meas-ures of net premium.The conclusions of this paper provide with theoretical support and reference for vehicle insurance rate-making marketization.关键词
面板数据/费率厘定/车险/费率市场化Key words
Panel data/Linear Mixed Model/Vehicle insurance/Rate-making marketization分类
管理科学引用本文复制引用
张连增,王皎..面板数据下的线性混合模型及其在车险费率厘定中的应用[J].财经理论与实践,2016,37(3):22-29,8.基金项目
国家自然科学基金(71271121) （71271121）
