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  • P-ISSN1226-0657
  • E-ISSN2287-6081
  • KCI

ISSN : 1226-0657

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Vol.11 No.4

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Comparative Analysis on Time Series Models for the Number of Reported Death Claims in Korean Compulsory Automobile Insurance

Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics / Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics, (P)1226-0657; (E)2287-6081
2004, v.11 no.4, pp.275-285
Lee, Kang-Sup
Kim, Young-Ja
Lee,, K. , & Kim,, Y. (2004). Comparative Analysis on Time Series Models for the Number of Reported Death Claims in Korean Compulsory Automobile Insurance. Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics, 11(4), 275-285.

Abstract

In this paper, the time series models for the number of reported death claims of compulsory automobile liability insurance in Korea are studied. We found that IMA<TEX>${(0, 1, 1)}\;{\times}\;{(0, 1, 1)}_{12}$</TEX> would the most appropriate model for the number of reported claims by the Box-Jenkins method.

keywords
Automobile insurance, claims, Box-Jenkins method

Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics

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