고객집단별 보험금에 대한 소지역 추정

Small area estimation of the insurance benefit for customer segmentations

초록

Bayesian methods have been focused in recent years for solving small area estimation problems. In this paper, the hierarchical Bayes procedure is implemented via MCMC techniques and compared with the results of One-way, GLM-Normal, and GLM-Gamma cases by analyzing real data of insurance benefit for customer segmentations. After analyzing insurance benefit real data for customer segmentations, we can conclude that the insurance benefit estimator through the small area estimation is more efficient than the estimators by other methods. In addition, we found that the small area estimation gave accurate estimation result for the small number domains.

키워드

계층적 베이즈; 보험금; 소지역 추정; 일반선형모형; GLM; hierarchical Bayes; small area estimation
제목
고객집단별 보험금에 대한 소지역 추정
제목 (타언어)
Small area estimation of the insurance benefit for customer segmentations
저자
김영화; 김기수
발행일
2009-02
저널명
한국데이터정보과학회지
권
20
호
1
페이지
77 ~ 87