Application of Multi-Level Loss Model:Evidence from China Auto Insurance

摘要：

This paper discuss a multi-level statistical model for evaluating the aggregate loss of auto insurance claims.Considering that loss may be categorized into different types instead of simply compounding, we place three types for all auto claims based on whether the claim has body injury or property damage.

关键词： multinomial logit regression t-copula machine learning

作者: BINGZHENG CHEN SHI PU

作者单位: Tsinghua University,School of Economics and Management

会议类型: 国内会议

会议名称: 2015第8届中国保险教育论坛

会议地点: 大连

会议语种:英文

页码: 402-415

在线出版日期: 2015-10-22（万方平台首次上网日期，不代表论文的发表时间）