论文标题
针对健康计划的偿付能力资本需求的基于风险的方法
A Risk Based approach for the Solvency Capital requirement for Health Plans
论文作者
论文摘要
该研究涉及对健康计划的风险措施的评估，以评估偿付能力资本要求。为了估计几种事件类型的单个医疗保健支出，我们建议一种基于三部分回归模型的原始方法。我们提出了三个广义线性模型（GLM），以评估索赔计数，分别分配特定发作的索赔和严重性平均支出。与传统方法相比，我们提案的主要实际优势之一是减少回归模型，在这种方法中，要求每个情节类型的两部分模型。由于大多数健康计划需要共同付款或共同保险，因此在此阶段考虑了报销职能的非线性条件，我们采用了蒙特卡洛模拟来评估健康计划成本。模拟方法提供了健康计划的净资产价值的概率分布以及几种风险措施的估计。
The study deals with the assessment of risk measures for Health Plans in order to assess the Solvency Capital Requirement. For the estimation of the individual health care expenditure for several episode types, we suggest an original approach based on a three-part regression model. We propose three Generalized Linear Models (GLM) to assess claim counts, the allocation of each claim to a specific episode and the severity average expenditures respectively. One of the main practical advantages of our proposal is the reduction of the regression models compared to a traditional approach, where several two-part models for each episode types are requested. As most health plans require co-payments or co-insurance, considering at this stage the non-linearity condition of the reimbursement function, we adopt a Montecarlo simulation to assess the health plan costs. The simulation approach provides the probability distribution of the Net Asset Value of the Health Plan and the estimate of several risk measures.
