北京大学学报(自然科学版)

费率厘定平行四边形方法的数学模型

张博   

  1. 北京大学经济学院,北京 100871; E-mail: bozhang@pku.edu.cn
  • 收稿日期:2007-08-26 出版日期:2008-05-20 发布日期:2008-05-20

A Mathematical Model for the Parallelogram Method in Ratemaking

ZHANG Bo   

  1. School of Economics,Peking University,Beijing 100871; E-mail: bozhang@pku.edu.cn
  • Received:2007-08-26 Online:2008-05-20 Published:2008-05-20

摘要: 为在保险费率调整实践中著名的平行四边形方法建立了严格的数学模型,提出了修正平行四边形方法和更一般的三角形方法,其皆可被看成是费率厘定的新工具。

关键词: 费率厘定, 平行四边形方法, 三角形方法, 已挣保费

Abstract: A rigorous mathematical model for the well-known practical parallelogram method for insurance premium rate adjustment is set up.A modified parallelogram method and an even more general triangle method are presented,which can be seen as new tools for ratemaking.

Key words: ratemaking, parallelogram method, triangle method, earned premium

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