자동차보험 손해 진전 계수 예측력 향상 방식에 관한 연구

초록

Loss amount due to car accidents is not finalized at the time of accident and has characteristics of change as time passes away. Not only treatment extension and inflation, policy change affect the payment standard. Previous studies were relatively focused on the accident trend prediction and insignificant interest was given to the proper loss amount estimation which is foundation of the trend prediction. The study compensates the biased interests and proposes the reasonable methodology of ultimate loss estimation. Auto insurance coverages consist of property and bodily damages and this study works with bodily liability coverage which has relatively large fluctuation. Using the cumulative loss amount changed by the time, the precise estimation method is suggested. Also through the real data analysis result, the properness and effectiveness of suggested model will be proved by comparison with currently used method by business field.

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