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1、AStAAdvStatAnal(2012)96:187224DOI10.1007/s10182-011-0152-7ORIGINALPAPERStatisticalconceptsofaprioriandaposterioririskclassificationininsuranceKatrienAntonio·EmilianoA.ValdezReceived:24September2010/Accepted:9January2011/Publishedonline:2February2011©TheAuthor(s)2011.Thisarticleispubl
2、ishedwithopenaccessatSpringerlink.comAbstractEverydaywefaceallkindsofrisks,andinsuranceisinthebusinessofprovidingusameanstotransferorsharetheserisks,usuallytoeliminateorreducetheresultingfinancialburden,inexchangeforapredeterminedpriceortariff.Ac-tuariesareconsideredprofessionalexper
3、tsintheeconomicassessmentofuncertainevents,andequippedwithmanystatisticaltoolsforanalytics,theyhelpformulateafairandreasonabletariffassociatedwiththeserisks.Animportantpartoftheprocessofestablishingfairinsurancetariffsisriskclassification,whichinvolvesthegroupingofrisksintovariouscla
4、ssesthatshareahomogeneoussetofcharacteristicsallowingtheactuarytoreasonablypricediscriminate.Thisarticleisasurveypaperonthesta-tisticaltoolsforriskclassificationusedininsurance.Becauseofrecentavailabilityofmorecomplexdataintheindustrytogetherwiththetechnologytoanalyzethesedata,weaddi
5、tionallydiscussmoderntechniquesthathaverecentlyemergedinthestatisticsdisciplineandcanbeusedforriskclassification.Whileseveraloftheil-lustrationsdiscussedinthepaperfocusongeneral,ornon-life,insurance,severaloftheprinciplesweexaminecanbesimilarlyappliedtolifeinsurance.Furthermore,weals
6、odistinguishbetweenaprioriandaposterioriratemaking.Theformerisaprocesswhichformsthebasisforratemakingwhenapolicyholderisnewandin-sufficientinformationmaybeavailable.ThelatterprocessusesadditionalhistoricalKatrienAntonioacknowledgesfinancialsupportfromNWOthroughaVeni2009grant.K.Antonio
7、()UniversityofAmsterdam,Roetersstraat11,1018WBAmsterdam,TheNetherlandse-mail:k.antonio@uva.nlK.AntonioKatholiekeUniversiteitLeuven,Naamsestraat69,3000Leuven,BelgiumE.A.ValdezDepartmentofMathematics,UniversityofConnecticut,196AuditoriumRoad,Storrs,CT06269-3009,USAe-mail:emiliano.val
8、dez@uconn.edu188K.A
