摘要
本研究是利用某保險公司在大台北地區的壽險保單資料，進行知識發現過程。常見的資料採礦技術為類神經網路模型、CART及C4.5，利用這三種模型，來探討保單貸款行為模式。在抽樣過程中，藉由改變抽樣方法、樣本數大小及樣本中有貸款保單的比例，來選擇樣本的結構，並討論不同的樣本結構對模型的影響。研究過程中，也討論了連續變數轉換與否對各個模型的影響。
結果發現樣本中有貸款保單的比例對於模型的影響較大，而樣本數及抽樣方法對模型的影響都會隨著有貸款保單的比例不同而不同，每種模型適用的樣本結構並不一致。
連續變數的影響中，類神經網路受到連續變數轉換的影響較大，研究結果發現轉換連續變數可以使得類神經網路模型結果較好；對於CART或C4.5模型，受到連續變數轉換的影響小，CART模型連續變數轉換前後結果不變，而C4.5受連續變數影響在不同樣本結構並不一致，但改變量都很小。
從模型結果來看影響保單是否有貸款的變數，在類神經網路模型的靈敏度分析結果中，對模型影響較大的變數為體位別、被保人職業別級數、保險型態及地區；在CART模型結果中，影響較大的變數為繳別、保單年度、保單價值金、繳費方式及投保面額；在C4.5模型結果中，影響較大的變數為主約保單預定利率、年繳化保費、保單年度及繳別。對於CART、C4.5模型，選擇有較高正確率的規則，以提供保險公司決策方針。 / In this study, data mining is being applied on data taken from one of the life insurance company in Taipei. The techniques used are neural network, CART and C4.5 which are widely used models in data mining. In the process of acquiring samples, we comprised groups of samples by using different kind of sampling methods, different sample sizes, different ratios of loaned to un-loaned policies. In addition another groups of samples are created based on whether the continuous variables have been transformed. We then applied the three models into each of our various samples combinations to see which samples combination best described consumer behaviors with respect to their borrowing attitudes against their policies and its effects on different data mining models.
The results we found based on our study are summarized as following:
1. The assigned ratios have great influences on the model. However the magnitude of influences of sampling method and sample size on the model depends largely on the sample combination.
2. The sample combinations having transformed continuous variables affect and improve the results of neural network model significantly. However for CART model, the affects are insignificant whether the continuous variables having been transformed or not. The effect of transformed continuous variables on C4.5 is of limited.
3. The variables used to describe the behavior of the consumers as to taking the loan against the insurance policy vary for the three models.
| Identifer | oai:union.ndltd.org:CHENGCHI/G0090354003 |
| Creators | 李珮榕 |
| Publisher | 國立政治大學 |
| Source Sets | National Chengchi University Libraries |
| Language | 中文 |
| Detected Language | English |
| Type | text |
| Rights | Copyright © nccu library on behalf of the copyright holders |
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