廣義線性模型在自用小客貨車汽車車體損失保險訂價的應用

An Application of Generalized Linear Models on the Pricing of Personal Automobile Physical Damage Insurance

本文在二部模型的架構下，以廣義線性模型重新檢視由產物保險商業同業公會版的丙式汽車車體損失保險的從人費率因子，資料來源為財團法人保險事業發展中心2017年任意汽車保險資料庫。具體而言，本文檢驗性別年齡分組與賠款紀錄係數對損失頻率與損失幅度的影響，並依實證結果計算參考費率。實證結果顯示：無論是男性或女性被保險人，年齡與損失頻率及損失幅度的關係都是呈現U型|其次，對賠款紀錄係數的實證結果顯示，現行費率對減費的族群減太多、對加費的族群則加太少，而以上實證結果也顯示定期檢視與評估汽車車體損失保險的費率係數有其必要性。

This paper applies Generalized Linear Models under the structure of two-part model to reinvestigate the effects of rating factors on loss frequency and loss severity of type C automobile physical damage insurance. In particular, we re-estimate the coefficients of the following rating factors: claim record coefficient (or meriting rating), age, and gender. Empirical results show that regardless the gender of the insured, the relationships of age and loss frequency and loss severity appear to be U-shape. Also, the estimated coefficients of claim record rating factors indicate that the current rating system undercharges those who receive premium discounts, and those who have to pay surcharges. Finally, ratings estimated from our regression models are compared with the current ratings and some discrepancies between these two are large, warranting the constant review of the ratings system.