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Poisson Regression Analysis for Risk Classification and Derivation of Mortality Rate Estimation in a Life Insurance Company (Case Study of a Life Insurance Company in Indonesia)

机译:人寿保险公司中死亡率估算风险分类的泊松回归分析(印度尼西亚人寿保险公司的案例研究)

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摘要

This study aims to classify risk and derive the best estimate mortality rate for life insurance company PT ABC by using a Poisson regression model. With the Poisson regression model, this study modeled the number of deaths with policy duration, underwriting treatment, extra mortality enactment, and the sum insured amount. The sample data used in this study is the death count of insured males over the age of 18 years during period 2012-2016 in life insurance company PT ABC. After modeling the baseline mortality with a Poisson regression model and then performing exploratory analysis using a Standardized Mortality Ratio (SMR) for classifying risk, the mortality rate estimation based on the risk profile of life insurance company PT ABC is obtained. This estimated mortality rate is used to construct a mortality table. The results of the study showed that mortality rates for three-year policy duration of insured males over the age of 18 years' underwritten insurance policy with sum insured less than IDR 100 million and no extra mortality are greater than mortality rates for zero-year policy duration with the same profile. By getting the mortality rate in accordance with the company's risk profile, life insurance companies are expected to be more precise in determining the required reserves and deriving premiums in line with the risk profile of the insured lives.
机译:本研究旨在通过使用泊松回归模型来分类风险并导出人寿保险公司PT ABC的最佳估计死亡率。随着泊松回归模型,本研究建模了政策持续时间,承保治疗,额外死亡率和保险金额的死亡人数。本研究中使用的样本数据是2012 - 2016年期间的18岁以上的保险男性死亡计数PT ABC。通过用泊松回归模型建模基线死亡率,然后使用标准化死亡率(SMR)进行探索性分析以进行分类风险,获得基于人寿保险公司PT ABC风险概况的死亡率估算。该估计的死亡率用于构建死亡率表。该研究结果表明,18岁的保险股份的三年政策期限的死亡率为18岁的保险保险单,金额不到IDR 1亿卢比,没有额外的死亡率大于零年度政策的死亡率持续时间相同的配置文件。通过根据公司风险概况获得死亡率,预计人寿保险公司在确定所需的储备和符合被保险人的风险概况的情况下更准确。

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