CAJ | 학술논문

针对新农合欺诈风险具有“低频高损”和“高频低损”的特征，运用两阶段损失分布法(PSD-LDA)测度新农合欺诈风险损失TailVaR值，以2004~2012年媒体公开报道的新农合欺诈损失数据为样本进行实证研究，计算了欺诈风险损失纯保费，并探讨了在新农合欺诈风险定价、风险准备金计提、风险补偿机制的建立以及欺诈风险预警等方面的应用。
침대신농합기사풍험구유“저빈고손”화“고빈저손”적특정，운용량계단손실분포법(PSD-LDA)측도신농합기사풍험손실TailVaR치，이2004~2012년매체공개보도적신농합기사손실수거위양본진행실증연구，계산료기사풍험손실순보비，병탐토료재신농합기사풍험정개、풍험준비금계제、풍험보상궤제적건립이급기사풍험예경등방면적응용。
With the implementation of the New Rural Cooperative Medical System(NRCMS),fund fraud cases continue to occur,threatening the safety of the funds and affecting its sustainable develop-ment.So it is important to scientifically measure the risk of fraud loss.Owing to NRCMS'characteristics of low frequency with high loss and high frequency with low loss,this paper establishes a segment defi-nition of fraud loss distribution model to calculate the risk of fraud loss by using TailVaR and pure pre-mium,and discusses its application on the NRCMS fraud risk pricing and reserving,the establishment of risk compensation mechanism and fraud risk warning.