论文部分内容阅读
在案均赔款法中引入离群值,运用残差箱线图法和两点法对相关索赔数据进行离群值检验,然后针对离群值提出了一种稳健的案均赔款法,并对进展因子和结案率数据的选取方式加以修正。通过对两组不同数据同时引入离群值,对比了稳健的案均赔款法与传统案均赔款法对多个离群值的敏感性,并得出了相应的未决赔款准备金评估值。经过对比结果可以看出:稳健的案均赔款法可以对离群值进行有效的识别和调整,最终索赔额估计结果也比传统方法更加平稳。
Outliers were introduced into the case law and the outliers were tested by using the residual box diagram method and the two-point method. And then, a robust compensation law was proposed for the outliers. Progress Factor and Closing Rate data are to be revised. By introducing outliers to two sets of different data at the same time, this paper compares the sensitivities of robust claims compensation law and traditional claims compensation law to multiple outliers, and obtains the appraised value of the corresponding compensation claims. After comparing the results, we can see that the sound compensation law can effectively identify and adjust the outliers, and the final estimated amount of compensation is more stable than the traditional methods.