摘要
重尾是医疗费用以及医疗保险损失分布的常见特征之一,本文构建了在重尾分布下,医疗保险经营者科学评估医疗保险保费合理性的模型和方法。当医疗费用面临二阶矩不存在的重尾性下,稳定分布理论中的广义中心极限定理可以取代古典的中心极限定理去评估医疗保险保费的合理性。本文最后用2008年上海市闵行区新型农村合作医疗的住院医疗费用数据进行了实证分析,全面探测了医疗费用的重尾性以及在尾部指标的基础上,估计了闵行区新农合筹资的合理性.
The heavy-tailed distribution is one of common phenomena in modeling the medical expenditure data as well as the medical insurance losses data. This paper constructs a scientific model for medical insurance operator to evaluate the rationality of medical insurance premium under the heavy-tailed distribution. When the second moment does not exist in medical expenditure data under the heavy-tailed distribution, the generalized central limit theorem in stable distribution theory may substitute for the classical central limit theorem to evaluate the medical insurance premium＇s rationality. Finally, The paper uses hospital medical expenditure data of the new rural cooperative medical insurance in Minhang（Shanghai） in year 2008 to carry on the empirical analysis. We detect the medical expenditure obeying heavy-tail distribution comprehensively and furthermore estimate the rationality of financing based on the theory above.
出处
《数理统计与管理》
CSSCI
北大核心
2013年第6期974-983,共10页
Journal of Applied Statistics and Management
基金
西南财经大学211工程三期建设项目资助
关键词
重尾分布
稳定分布
医疗保险
heavy-tailed distribution, stable distribution, medical insurance
