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Comparative Analysis on Time Series Models for the Number of Reported Death Claims in Korean Compulsory Automobile Insurance

김영자|이강섭
한국수학교육학회|2004.11|이론수학과 교직수학 (Theoretical Mathematics and Pedagogical Mathematics)|제11권 제4호|pp. 275-285

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키워드

claimsAutomobile insuranceBox-Jenkins method.
주제분류수학

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) £ (0; 1; 1)12 would the most appropriate model for the number of reported claims by the Box-Jenkins method.

Abstract

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) £ (0; 1; 1)12 would the most appropriate model for the number of reported claims by the Box-Jenkins method.

참고문헌 (6)

  1. "Time Series Model for the Number of Reported Claims inKorean Automobile Insurance" (2003)
  2. "Claims Provisions in Liability Insurance Journal of Forecasting 1" (1982)
  3. "A Comparative Analysis of 30 Bonus-Malus Systems", pp.~24 (1994)
  4. "Constrained Forecasting of the Number of IBNR Claims", 4(3), pp.287~305 (1996)
  5. "Modelling claims runo？？ triangles with two-dimensional time series" (1989)
  6. "An Analysis of E±cient of Bonus-Malus System in Korean Automobile Insurance", 6(1), pp.3~38 (2000)

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