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由于船舶溢油损失对保险公司的影响非常大,保险费率厘定过程中对损失分布拟合的研究非常重视.以全国船舶溢油事故损失数据为样本,对船舶溢油损失序列的分布特征进行研究.通过实证研究发现,船舶溢油损失数据不服从正态分布,具有“右偏、尖峰、厚尾”的特性.考虑船舶溢油损失数据的左截尾特性,将左截尾g-h分布引入船舶溢油损失序列的分布拟合中,结果表明,这种分布对船舶溢油损失数据的拟合效果与传统分布相比更好.
Because the impact of oil spill losses on insurers is very large, the research on the fitting of loss distribution in the insurance premium rate is very important.According to the national ship oil spill losses data, the distribution characteristics of oil spill losses The empirical study shows that the ship oil spill loss data do not obey the normal distribution and have the characteristics of “right deviation, spike and thick tail.” Considering the left censoring characteristics of the ship oil spill loss data, the left truncated gh The distribution is introduced into the distribution fitting of the ship oil spill loss sequence. The results show that the fitting effect of this distribution on the ship oil spill loss data is better than the traditional distribution.