基于PSD-LDA模型的新农合欺诈风险测度实证研究

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基于PSD-LDA模型的新农合欺诈风险测度实证研究

引用本文：林源，李连友.基于PSD-LDA模型的新农合欺诈风险测度实证研究[J].财经理论与实践,2014,(5):18-23

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作者	单位
林源，李连友	（1.湖南大学金融与统计学院，湖南长沙410082；2.怀化学院，湖南怀化418008）

中文摘要:针对新农合欺诈风险具有“低频高损”和“高频低损”的特征，运用两阶段损失分布法（PSD-LDA）测度新农合欺诈风险损失TailVaR值，以2004~2012年媒体公开报道的新农合欺诈损失数据为样本进行实证研究，计算了欺诈风险损失纯保费，并探讨了在新农合欺诈风险定价、风险准备金计提、风险补偿机制的建立以及欺诈风险预警等方面的应用。

中文关键词:新农合欺诈风险 PSD-LDA模型

Empirical Study on Measuring the Fraud Risk of NRCMS

Abstract:With the implementation of the New Rural Cooperative Medical System(NRCMS), fund fraud cases continue to occur, threatening the safety of the funds and affecting its sustainable development. So it is important to scientifically measure the risk of fraud loss. Owing to NRCMS' characteristics of low frequency with high loss and high frequency with low loss, this paper establishes a segment definition of fraud loss distribution model to calculate the risk of fraud loss by using TailVaR and pure premium, and discusses its application on the NRCMS fraud risk pricing and reserving, the establishment of risk compensation mechanism and fraud risk warning.

keywords:NRCMS Fraud risk PSD-LDA model

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