Riba:
- Samun damar kafawa da fassara bambanci tsakanin mitar lalacewa da adadin lalacewa (tsanani), rarrabawar da ta dace (Poisson, korau binomial, gamma) da ƙirar ƙirar ƙira tare da tallafin fasaha na wucin gadi.
- Rarraba babban hasara mai girma (mafi yawa / hasara mai girma), ƙididdige bayanai da haɓakawa / haɓakawa zuwa hankali na wucin gadi tare da madaidaitan tambayoyi da bayanai.
- Ƙarfin fahimtar cewa zaɓin rarrabawa da sigogin da aka samar ta hanyar basirar wucin gadi ya kamata a tabbatar da su ta hanyar gwaje-gwaje masu kyau da kuma tunani na zahiri.
Tambaya mafi mahimmanci ga kamfanin inshora shine: "Nawa ne lalacewar da za mu biya don wannan rukunin manufofin shekara mai zuwa?" Amsa wannan tambaya daidai shine abin da ake buƙata don saita ƙimar daidai da kuma ware isassun tanadi. Masu fafutuka suna amsa wannan tambaya ta hanyar raba ta zuwa biyu; saboda ya fi dacewa a ƙirƙira halaye daban-daban guda biyu daban maimakon ƙididdige yawan lalacewa a yanki ɗaya. Waɗannan sassa guda biyu su ne mita da ƙarfi.
Mitar (yawan lalacewa) shine yawancin lalacewa da ke faruwa a kowane bayyanar da aka ba da; Alal misali, 100 motoci - 8 hatsarori a kowace shekara. Tsanani shine matsakaicin adadin kowane lalacewa da aka yi; misali, 30,000 TL kowane haɗari. Haɓaka biyun yana ba da ƙimar haɗari: ƙimar lalacewa da ake tsammanin kowane fallasa (0.08 × 30,000 = $ 2,400). A cikin wannan rukunin za mu ga mataki-mataki yadda za a yi amfani da AI don kafa wannan bambance-bambance, zaɓi rarraba yiwuwar dama, da sarrafa masu fita. Bari mu tunatar daga farkon: AI yana ba da shawarar rarrabawa kuma ya rubuta lambar, amma har zuwa ga mai aiki don tabbatar da zaɓi na rarraba ta hanyar gwaje-gwaje masu kyau da hukunci.
Me yasa aka kera mitoci da ƙarfi dabam?
Mita da ƙarfi suna nuna halayen ƙididdiga daban-daban. Adadin da'awar ƙidayar ƙidaya ce (0, 1, 2, 3...) kuma yawanci ana yin su tare da rarraba Poisson ko rarrabawar binomial mara kyau idan akwai rarrabuwa (bambanci> ma'ana). Poisson shine rarrabawar gargajiya wanda ke ƙirƙira adadin abubuwan da ba kasafai ba kuma masu zaman kansu. Adadin lalacewa ci gaba ne kuma madaidaicin skeed: yawancin da'awar ƙananan ne, ƴan da'awar suna da girma sosai. Sabili da haka, ana ƙididdige tsananin sau da yawa tare da gamma ko rarraba na yau da kullun; waɗannan rabe-rabe masu inganci ne kuma daidai-suke.
Model na biyu daban yana da fa'idodi guda uku. Na farko, za ku iya ganin cewa kowane yana da nasa direbobi (hadarin haɗari): matashin direba yana ƙaruwa, abin hawa mai tsada yana ƙara tashin hankali. Na biyu, lokacin da bayanan suka canza, za ku iya gano dalilin da yasa: shin lalacewar lalacewa ko adadin da'awar ya karu? Na uku, kawai za ku iya la'akari da babban hasara daban a ɓangaren tashin hankali. Haɗuwar waɗannan biyun ana kiran su samfurin fili; jimillar lalacewa da ake tsammani = mitar da ake tsammani × tsananin da ake tsammani.
Alamomi: Jumlar "Rashin asararmu/darajarmu ya karu" bai ce komai da kan sa ba. Rarraba tambayar ko mita ko ƙarfin ya karu; shiga tsakani (farashin, ɗaukar hoto, sarrafa lalacewa) zai bambanta gaba ɗaya.
Outliers, truncation da gyare-gyaren yanayi
Bayanan lalacewa a cikin ɗanyen nau'in sa bai shirya don gina samfurin ba. Kusan koyaushe ana buƙatar gyara uku. Na farko shi ne matsananci / manyan lalacewa: ƴan ƙaton lalacewa (misali gobarar masana'anta) sun karkatar da matsakaicin; an ƙirƙira waɗannan su azaman “babban lodin lalacewa”. Na biyu shine capping: gyara manyan lahani ga wani rufi (misali 1,000,000 TL) da ƙididdige ɓangaren babba daban yana sa ƙirar ta tsaya. Na uku, Trend da gyare-gyaren ci gaba: ya kamata a sabunta da'awar da suka gabata tare da hauhawar farashin kaya zuwa matakin farashin yau (trend), da iƙirarin da ba a biya cikakken biya ba ya kamata a kawo su zuwa matakin ƙarshe (ci gaba - za mu rufe wannan batu a cikin raka'a 3).
Teburin mai zuwa yana kwatanta kaddarorin bangarorin biyu:
fasali
Mitar (yawanci)
Tashin hankali (yawan)
Nau'in canzawa
Kidaya (0,1,2...)
m, tabbatacce
Rarraba na yau da kullun
Poisson, korau binomial
Gamma, na zamani
Misalai na direban jagora
Shekaru, kwarewa, yanki, amfani
Ƙimar abin hawa, iyakar ɗaukar hoto, farashin gyarawa
Matsala ta wuce gona da iri
ƙananan
Babban (manyan lalacewa)
Tasirin hauhawar farashin kayayyaki
mai rauni
mai karfi
Yadda ake amfani da AI wajen yin ƙirar lalacewa
Inda AI ya fi karfi shine a tattauna zabin rarraba, rubuta lambar, da fassara sakamakon. A ƙasa akwai samfuran kwafi guda huɗu.
1) Tattauna zaɓin rarrabawa:
Matsayinku: mataimakiyar yin samfuri na zahiri. Ina da bayanan da'awar inshora AMOUNT (wanda ba a sani ba, da'awar 1,600). Takaitawa: yana nufin 30,300 TL, matsakaicin 12,500 TL, matsakaicin 940,000 TL, skewness yana da girma. Tambaya: Shin gamma ko lognormal zai fi dacewa da ƙirar ƙima? Mene ne zato na kowane, ƙari / ragi kuma tare da abin da gwajin inganci na dacewa (misali Bayyana cewa zan yanke shawara (Q-Q ginshiƙi, gwajin K-S, AIC) . Yin yanke shawara mai mahimmanci; Ka ba ni firam ɗin kwatanta.
2) Lambobin ƙididdige yawan mitar-ƙarfin:
Rubuta lambar sharhi tare da Python + pandas wanda ke yin matakai masu zuwa: 1) Akwai ginshiƙan 'exposure', 'claim_count', 'claim_amount' a cikin df. 2) Gabaɗaya mitar = jimlar da'awar_count / jimlar bayyanar. 3) Matsakaicin tsananin = jimlar da'awar_amount / jimlar da'awar_count. 4) Risk premium = mita × tsanani. 5) Buga kowane matsakaicin sakamako zuwa allon don in tabbatar da shi da hannu. Daidaita ɗakin karatu; amfani da pandas kawai.
3) Matsanancin ƙimar / yanke bincike:
Ina da adadin adadin da'awar da ba a bayyana ba. Da'awar kamar 950,000, 720,000, 610,000 TL sun ƙunshi 22% na jimlar adadin. Faɗa mani game da tsarin taɗi na ku: - Wadanne zaɓuɓɓukan hula ne masu dacewa (misali 500K, 750K, 1M)? - Ta yaya zan ƙara mayar da yanki na yanke a matsayin "babban nauyin lalacewa" daban? - Nuna mini mataki-mataki yadda wannan shawarar ke shafar ƙimar haɗari.
4) Fassara sakamakon zuwa harshen kasuwanci:
Mita na ya karu daga 0.13 zuwa 0.15; Matsakaicin tashin hankali ya karu daga 28,000 zuwa 34,000 TL. Taƙaice wannan a cikin jimloli 4 waɗanda manaja zai iya fahimta: - Menene ya faru, wane ɓangaren ya ƙaru da nawa? - Menene jimlar tasirin akan ƙimar haɗari? - Rubuta dalilai masu yiwuwa da zato 2 waɗanda nake buƙatar tabbatarwa.
Rauni mai ƙarfi / Ƙarfi mai ƙarfi
Rawanin faɗakarwa:
Saita samfurin hasara na kuma ƙididdige ƙimar kuɗi.
Unclear: wanne bayanai, wane bangare, wane rarraba, wane lokaci? AI ya cika wannan gibin da ƙirƙira.
Ƙarfi mai ƙarfi:
Matsayinku: mataimakiyar ƙirar ƙirar aiki. Bayanai (wanda ba a san shi ba, reshen zirga-zirga, 2024): bayyanar shekaru 20,000 manufofin-shekaru, adadin da'awar 2,600, jimillar lalacewa 91,000,000 TL, mafi girman lalacewar 5 duka 12,000,000 TL. Aiki: 1) Yi ƙididdige mitar da matsakaicin matsakaici, nuna dabara. 2) Mafi girma 5 yana lalata Cap shi zuwa 1,000,000 TL kuma ya sake ƙididdige ƙimar daidaitacce. 3) Kwatanta ƙimar haɗari tare da kuma ba tare da hula ba, yin sharhi game da bambanci. 4) Rubuta kowane mataki da matsakaicin lambobi domin in tabbatar da shi da hannu. Kawai amfani da lambobin da na bayar; Idan ya ɓace, tambaya.
uku mini lokuta
Case 1 - Ikon rabuwa. Wani ɗan wasan kwaikwayo ya ga rabon asara/daraja a cikin reshen gidaje ya tashi daga kashi 68 zuwa kashi 81 cikin ɗari a cikin shekara ɗaya. Kafin a ba da shawarar karuwar farashin firgici, an sami bambance-bambancen mitar-nauyi: mitar ta kusan akai (0.041 → 0.043), amma matsakaicin tsananin ya yi tsalle daga 14,200 TL zuwa 19,800 TL. Dalili kuwa shi ne hauhawar farashin gini, ba yawan manufofi ko abokan ciniki masu haɗari ba. Madaidaicin sa baki shine sabunta adadin ɗaukar hoto, ba ƙari mai ƙima ba.
Case 2 - Matsakaicin tarko. Matsakaicin da'awar 1,800 a cikin fayil ɗin inshorar kasuwanci shine 42,000 TL. Koyaya, lalacewar gobara guda ɗaya na 6.4 miliyan TL ita kaɗai ta haɓaka wannan matsakaicin da kusan 3,500 TL. Lokacin da aka ƙirƙiri wannan babban lalacewa kuma aka sanya shi azaman “babban nauyin lalacewa” daban, tsananin ƙarancin ya ragu zuwa 38,500 TL kuma ƙimar ta zama mafi adalci. AI da sauri ya haifar da lambar capping da madadin iyakoki; Mai wasan kwaikwayo ya yanke shawara.
Case 3 - Maldistribution. Ba tare da tambaya ba, mataimaki ya gudanar da lambar AI wanda ya zaɓi rarraba na yau da kullun (Gaussian) don tsanani. Saboda rarrabawar al'ada ta ba da izinin ƙima mara kyau da ƙima, bai dace da bayanan lalacewar dama ba; samfurin ya yi la'akari da ƙananan lalacewa kuma ya yi la'akari da manyan. Lokacin da aka kwatanta makircin Q-Q da AIC, an ga cewa gamma ya dace sosai. Darasi: Rarraba da AI ta ke samarwa koyaushe ana gwada ta ta gwajin dacewa.
Kuskuren gama gari
- Haɗa mita da ƙarfi da tsinkaya tare da ƙira ɗaya. Yana boye halaye guda biyu daban-daban; ka rasa direba kuma me ya sa.
- Matsakaici ba tare da kawar da matsananciyar lalacewa / babba ba. ƴan ƙaton lalacewa suna karkatar da hoton gaba ɗaya; premium yana ƙuruciya ta wucin gadi.
- Yin amfani da tsohuwar lalacewa ba tare da amfani da yanayin hauhawar farashin kayayyaki ba. Lalacewar 2019 ba daidai take da farashin yau ba; gyara yanayin ya zama dole.
- Daidaita rarraba ta al'ada zuwa bayanan da ba daidai ba. Zaton mummunan darajar da daidaito ya saba wa lalata bayanai; Yi tunanin gamma/lognormal.
- Rashin tabbatar da zaɓin rarrabawa tare da gwajin dacewa. Shawarar AI shine farawa; Tabbatar da Q-Q, K-S, AIC.
Hankali: Ba a zaɓi matakin Cap (yanke) ba bisa ka'ida ba. Ƙananan rufi yana ɓoye haɗarin babban lalacewa; yayi tsayi da yawa yana sanya datsa mara amfani. Zaɓi ta duban babban aikin asara na baya da sharuɗɗan inshora.
A takaice
Hanyar da za a iya ƙididdige yawan lalacewa duka shine a raba shi zuwa mita (mita) da tsanani (adadi). An tsara mitar ta hanyar Poisson/negative binomial, ƙarfi ta gamma/lognormal; Ana samun ƙimar haɗarin ta ninka biyun. Danyen bayanan yana buƙatar cirewa, yankewa, da gyaran yanayi. Tattaunawar rarraba AI shine kyakkyawan mataimaki don lamba da sharhi; amma zaɓin rarrabawa da yanke shawara an tabbatar da su ta gwaje-gwaje masu dacewa da hukumci na zahiri.
Aikin aikace-aikace
Shirya taƙaitaccen bayanin lalacewa (bayyana, adadin da'awar, jimillar lalacewa, manyan da'awar 3-5). Tambayi AI don ƙididdige (a) ƙimar ƙimar mitar-tsanani-nauyi, (b) babban hasara da ƙididdige ƙimar haɗarin da aka daidaita. Tabbatar da sakamakon biyu da hannu kuma lura da wane kashi na capping ke canza ƙimar haɗari. Sa'an nan kuma tambayi AI tambayar "gamma ko lognormal don tashin hankali" kuma taƙaita firam ɗin kwatanta da yake bayarwa a cikin kalmomin ku.
jerin abubuwan dubawa
- [ ] Na lissafta mitar mitoci daban-daban, ko na kalle su a matsayin guda ɗaya?
- [ ] Shin na gano babbar barna kuma na yi maganinta daban?
- [ ] Na yi amfani da hauhawar farashin kaya/daidaita al'ada ga tsoffin da'awar?
- [ ] Na tabbatar da rarrabawar ƙarfi tare da gwajin dacewa?
- [ ] Shin na sake ƙididdige ƙimar haɗarin da kanta (yawanci × tsanani)?
- [ ] Shin na yi tambaya game da rarrabawa da matakin hular da AI ta bayar kuma na tabbatar da shi da hukunci?