Applications of Log-linear Smoothing Models to fit Loss Distribution of Thai Government’s officer Healthcare Benefit

  • Ratikarn Songkhaw นักศึกษา หลักสูตรวิทยาศาสตรมหาบัณฑิต สาขาวิชาสถิติประยุกต์ คณะสถิติประยุกต์ สถาบันบัณฑิตพัฒนบริหารศาสตร์
  • Arnond Sakworawich ผู้ช่วยศาสตราจารย์ หลักสูตรการวิเคราะห์ธุรกิจและวิทยาการข้อมูล คณะสถิติประยุกต์ สถาบันบัณฑิตพัฒนบริหารศาสตร์, ผู้อำนวยการศูนย์คลังปัญญาสารสนเทศ
Keywords: Log-linear smoothing models, Loss modeling

Abstract

The purpose of this research was to fit log-linear smoothing models to forecast frequency and severity of loss of Thai government's officer healthcare benefit in case of outpatients who admitted to hospital in 2015. This study attempts to apply the univariate smoothing model to fit loss modeling. The methods take the value of score function of frequency and score function of severity of loss each moments are generalized as standard scores (Z-score). The results of the study revealed, from the selected results for one model from G2 and AIC based on the lowest value showed that both criteria have chosen the same. (1) Univariate smoothing model selects results for one model of frequency of loss from the second model, which consists of 1st - 5th moment. (2) Univariate smoothing model selects results for one model of severity of loss from the first model, which consists of 1st - 4th moment.

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Published
2018-12-20
Section
บทความวิจัย