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《Journal of Shanghai Jiaotong University》 2008-11
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An Empirical Rating Actuarial Model with Claim Size Following Lognormal Distribution in Automobile Insurance

YU Jia-min~1,HAO Xu-dong~2(1.School of International Finance University,Shanghai Finance & Insurance,Shanghai 201209,China;2.Antai College of Economics & Management,Shanghai Jiaotong University,Shanghai 200052,China)  
By constructing the structure function of claim size lognormal distribution parameter y,an optimal estimator of the policy's future claim size was elicited.An empirical rating actuarial model with allowance for claim frequency and claim severity was presented.Thus,the pricing on automobile insurance is more equitable and reasonable.Furthermore,a typical rating actuarial model fit for Chinese automobile insurance reality was put forward,preliminary to the promotion of rates allowance for claim severity.
【Fund】: 上海市教育委员会重点学科建设资助项目(J51601)
【CateGory Index】: F842.6;F224
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