论文标题
应用极端价值理论来确定汽车保险行业中的极端索赔：中国汽车保险的案例
Applying of the Extreme Value Theory for determining extreme claims in the automobile insurance sector: Case of a China car insurance
论文作者
论文摘要
根据《中国卫生统计年鉴》的数据，2005年的交通事故数量为187781，总直接财产损失为103691.7（10000 yuan）。这项研究旨在通过研究整个投资组合的极端索赔规模来填补文献中的空白。这项实证研究调查了索赔规模上尾部的行为，由一类保单持有人进行。
According to the Chinese Health Statistics Yearbook, in 2005, the number of traffic accidents was 187781 with total direct property losses of 103691.7 (10000 Yuan). This research aims to fill the gap in the literature by investigating the extreme claim sizes not only for the entire portfolio. This empirical study investigates the behavior of the upper tail of the claim size by class of policyholders.
