• 论文 •

### 随机效应零膨胀索赔次数回归模型

• 出版日期:2015-11-15 发布日期:2015-11-19

### Random-effect Zero-inflated Claims Frequency Regression Models

Meng Shengwang & Yang Liang

• Online:2015-11-15 Published:2015-11-19

Abstract: It’s an important work to predict claim frequency in non-life insure ratemaking. Poisson and negative binomial regression models and the corresponding zero-inflated modes are widely used in prediction of claim frequency. However, when claim data includes zero-inflated characteristics and inter dependency structure, these models can not fit the data well. This paper considers to construct random effect zero-inflated claim frequency regression models under the condition of Poisson distribution, negative binomial distribution, generalized Poisson distribution, and P type negative binomial distribution. In order to improve prediction accuracy, we introduce quadratic smooth item in the models and also build a regression between structural zero probability and rating factors. The models are applied to a set of insurance loss data and the result shows that the goodness-of-fit can be effectively improved.