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

한국수학교육학회지시리즈B:순수및응용수학 / 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 (Department of Mathematics Education, Dankook University)
Kim, Young-Ja (Department of Mathematics Education, Dankook University)

Lee, Kang-Sup, & Kim, Young-Ja. (2004). COMPARATIVE ANALYSIS ON TIME SERIES MODELS FOR THE NUMBER OF REPORTED DEATH CLAIMS IN KOREAN COMPULSORY AUTOMOBILE INSURANCE. 한국수학교육학회지시리즈B:순수및응용수학, 11(4), 275-285.

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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

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Vol.11 No.4

COMPARATIVE ANALYSIS ON TIME SERIES MODELS FOR THE NUMBER OF REPORTED DEATH CLAIMS IN KOREAN COMPULSORY AUTOMOBILE INSURANCE

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

Abstract

한국수학교육학회지시리즈B:순수및응용수학