基于Gradient Boosting的台风损失预测及在指数保险定价上的应用研究
首发时间:2018-05-22
摘要:从致灾因子危险性和承灾体易损性两个角度分析我国台风灾情成因,利用Gradient Boosting算法对台风损失进行预测,根据实际情况分析预测效果;并在台风指数保险费率厘定上进行了探究,将Gradient Boosting算法运用到财政台风指数保险,设计了分为2个触发指数、6个层级的指数保险保单,将各触发条件输入到Gradient Boosting预测模型中,预测出各层级直接经济损失,使用3%的赔付率计算保险金额,并根据各层级台风发生频率作为索赔频率,计算保单纯保费,为财政巨灾指数保险的设计和研究提供了一定的参考。
关键词: 台风损失预测 Gradient Boosting 台风指数保险
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Typhoon Loss Prediction and Application Research of Index Insurance Pricing Based on Gradient Boosting
Abstract:This paper first describes the basic principle of Gradient Boosting algorithm and its advantage and feasibility of application in the typhoon loss prediction;Secondly, based on the dangerous hazard -formative factors and the vulnerability of hazard-affected bodies, this paper analysis the origin of typhoon disaster in our country;Using the Gradient Boosting algorithm to forecast the typhoon loss, and analysed the prediction effect according to the actual situation; Next, according to the predicted typhoon loss, we explored the application in the premium rating of typhoon index insurance,applying Gradient Boosting algorithm to financial typhoon index insurance. we design an index insurance policy which is divided into two triggers and 6 hierarchies, input the triggers into the GB prediction model, using the level of 3% loss ratio to calculate the insurance amount. According to the frequency of typhoon as claim frequency to calculate pure insurance cost, provides a certain reference to the design and research of the financial typhoon index insurance; Finally, according to the empirical results, certain typhoon risk management recommendations are given.
Keywords: Prediction of Typhoon Loss Gradient Boosting Typhoon Index Insurance
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