《保险研究》20210304-《车险综合改革下的自主定价研究》（殷崔红、ZHOU Jun、王晓全、刘圆）

［摘   要］2020年颁布实施的《关于实施车险综合改革的指导意见》要求逐步放开自主定价系数的浮动范围,实现车险产品费率与其风险水平的更高匹配。本文研究车险在零膨胀、异质性和长尾性等不同风险下的影响因素,以便根据车险产品的不同风险水平实现自主分类定价。首先,采用Open Mixed Poisson(OMP)分布的开放式结构实现车险的自主风险分类；然后,通过Poisson Regression(PR)模型的回归结构研究不同保单类的影响因素,实现针对不同风险客户的分类和定价,避免了车险产品的同质化。同时,本文实现的纵向分类模式,弥补了传统截断式分类的理论支持不足、不便于解释等问题,该分类还充分表现了可观测和不可观测因素的综合影响,规避了不可观测因素的难获得性造成的估计偏差。最后,基于一组车险的索赔数据,说明模型在车险分类定价中的可行性和实用性。

［关键词］保单分类；因素分析；OMPR模型；分类定价

［基金项目］四川省社科规划项目“基于大数据的宏观经济数据质量检测评价研究”(SC19TJ007)；西南财经大学社科项目“偿二代背景下保险公司资产负债管理及其风险测算”(JBK2002055)；横向课题“车险费率优化项目”(20510005001010028)。

［作者简介］殷崔红,西南财经大学保险学院精算系讲师；ZHOU Jun,华安财产保险股份有限公司总精算师；王晓全,西南财经大学保险学院保险系副教授；刘圆,西南财经大学保险学院硕士研究生。

A Study on Independent Pricing under Comprehensive Reform of Commercial Automobile Insurance

YIN Cui-hong,ZHOU Jun,WANG Xiao-quan,LIU Yuan

Abstract：The Guiding Opinions on the Comprehensive Reform of Commercial Automobile Insurance implemented in 2020 requires to gradually liberalize the range of independent pricing coefficient to achieve better matching between premium rating and risks undertaken.In order to determine pricing of automobile insurance according to their main influencing factors,this paper studied influencing factors of different risk levels,taking into consideration zero inflation,heterogeneity and long-tail nature.Firstly,open structure of Open Mixed Poisson (OMP) distribution was used for risk classification of automobile insurance.Secondly,the regression structure of Poisson Regression (PR) model was used to find main influencing factors of different risk groups.Combining advantages of OMP distribution and PR Model,this paper realized individualized pricing for clients with different risk profiles and classification,avoiding homogeneity of products.At the same time,the vertical grouping model made up for the shortages of theoretical support and explanatory inadequacy of traditional truncated grouping.Moreover,the grouping fully reflected the comprehensive influence of observable and unobservable factors,and avoided the estimation bias caused by the difficulty in obtaining unobservable factors.Based on a set of claim data,this paper illustrated the feasibility and practicability of OMPR model in commercial vehicle classified pricing.

Key words：policy classification;influencing factors;OMPR Model;classified pricing