我国交强险索赔频率影响因素分析——基于GAM和广东、河南、湖北、山东的经验数据
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引用本文:张连增,申 晴.我国交强险索赔频率影响因素分析——基于GAM和广东、河南、湖北、山东的经验数据[J].财经理论与实践,2019,(4):47-52
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作者单位
张连增,申 晴 (南开大学 金融学院天津 300350) 
中文摘要:为分析我国交强险各因素对索赔频率的影响,以2016年广东、河南、湖北、山东四省的保单数据为样本,采用广义可加模型(GAM)对其保单中的驾驶员年龄、汽车车龄和汽车重量进行非参数分析,并对公路里程数等变量进行参数分析。结果表明:索赔频率有明显的地区差异,公路里程数对索赔频率有正向的影响,其中除汽车车型对索赔频率没有影响外,其余变量均有显著影响。
中文关键词:交强险  索赔频率  广义可加模型
 
Empirical Study on Factors Affecting Compulsory Insurance Claim Frequency in China——Based on GAM and Data from Guangdong, Henan, Hubei and Shandong
Abstract:In order to analyze the related factors affecting compulsory insurance claim frequency in China. Taking Guangdong, Henan, Hubei and Shandong insurance policies in 2016 as samples and using the generalized additive model. The nonparametric analysis of driver's age, vehicle age and vehicle weight with the four provinces' insurance policy data and the parametric analysis of other variables including highway mileage in each province. The results show that there are obvious regional differences in claim frequency, and the number of highway mileage has a positive impact on claim frequency. Besides, vehicle type has no effect on the claim frequency, and the other variables have significant influence.
keywords:Compulsory insurance  Claim frequency  GAM
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