發(fā)布時間：2018-08-29 14:51

【摘要】：自改革開放以來,我國的保險業(yè)一直處于高速發(fā)展狀態(tài),作為社會保障及金融體系的重要組成部分,有著不可替代的作用。但是與發(fā)達國家保險市場相比,我國的保險業(yè)還存在著許多不完善的地方,而且我國的保險業(yè)在地域發(fā)展上也存在著巨大的差距。 保險數(shù)據(jù)分析是統(tǒng)計學(xué)的一個重要應(yīng)用領(lǐng)域,從前期的保費核定工作開始,再經(jīng)過一系列風(fēng)險評估、賠付率計算,到后期的保費收入、報案量、結(jié)案量預(yù)測,統(tǒng)計理論貫穿始終。隨著保險業(yè)規(guī)模的不斷擴大,各保險公司數(shù)據(jù)激增,亦趨于多元化,致使分析難度加大。運用合理的統(tǒng)計理論和方法對保險業(yè)中的相關(guān)數(shù)據(jù)進行統(tǒng)計分析,探索保險業(yè)的發(fā)展規(guī)律,對指導(dǎo)我國保險業(yè)的健康發(fā)展具有重要意義。 本文運用統(tǒng)計學(xué)的理論和方法,針對我國保險業(yè)中的兩個具體問題進行了探索研究。具體來說,一方面,我們研究了我國保險市場在地域上的一種宏觀不平衡發(fā)展狀況,采用保費收入、保險密度、保險深度三個指標,用聚類方法分析了我國31個省(市)保險市場的發(fā)展情況,得出在東、西、中部地區(qū),保險市場、保險需求差距頗大,發(fā)展很不均衡。另一方面,我們從微觀問題入手,以中國平安河南省分公司近幾年來車險的實際數(shù)據(jù)為例,采用時間序列方法,研究了保險公司的報案量、結(jié)案量、保費收入等指標之間的關(guān)系以及相應(yīng)的建模與預(yù)測問題。由于該數(shù)據(jù)具有季節(jié)趨勢,本文首先通過季節(jié)指數(shù)方法,對各個指標消除季節(jié)趨勢,再做出擬合、預(yù)測。另外,考慮到報案量與結(jié)案量可能會有一定的相關(guān)性,本文再次通過協(xié)整分析、脈沖響應(yīng)函數(shù)進一步對數(shù)據(jù)做出分析,證明上一期的結(jié)案量對當期報案量具有促進作用。
[Abstract]:Since the reform and opening up, China's insurance industry has been in a state of rapid development, as an important part of social security and financial system, has an irreplaceable role. But compared with the developed countries'insurance market, China's insurance industry still has many imperfections, and China's insurance industry also exists in the regional development. There is a huge gap.
Insurance data analysis is an important application field of statistics. From the early stage of premium verification work, and then through a series of risk assessment, compensation rate calculation, to the late stage of premium income, the number of cases reported, the number of cases forecast, statistical theory runs through all the time. The application of reasonable statistical theory and methods to the statistical analysis of the relevant data in the insurance industry and the exploration of the law of the development of the insurance industry are of great significance to the healthy development of China's insurance industry.
In this paper, two specific problems in China's insurance industry are explored and studied by using the theory and method of statistics. Specifically, on the one hand, we have studied a kind of macro-unbalanced development of China's insurance market in the region, using three indicators of premium income, insurance density and insurance depth, and using clustering method to analyze China's insurance industry. The development of insurance market in 31 provinces (cities) shows that there is a big gap between insurance market and insurance demand in eastern, western and central regions, and the development is very uneven. On the other hand, we start with micro-problems and take the actual data of car insurance in recent years of Ping'an Henan Branch of China as an example to study the reports of insurance companies by using time series method. Because of the seasonal trend of the data, this paper firstly eliminates the seasonal trend of each index through the seasonal index method, and then makes a fitting and prediction. In addition, considering that the number of reported cases and the number of closed cases may have a certain correlation, this paper again communicates. Over-cointegration analysis and impulse response function further analyzed the data, proving that the number of cases closed in the previous period has a positive effect on the number of cases reported in the current period.
【學(xué)位授予單位】：華中師范大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F842.4;F224

【參考文獻】

相關(guān)期刊論文 前8條

1 李永猛;;貨幣政策對我國城鄉(xiāng)居民消費差距的脈沖響應(yīng)分析[J];研究生法學(xué);2011年04期

2 鄭偉;劉永東;;中國保險業(yè)區(qū)域發(fā)展比較研究——基于“保險基準深度比”的分析[J];經(jīng)濟科學(xué);2008年05期

3 張云;高壘;;基于乘積季節(jié)模型的我國保費收入的預(yù)測研究[J];金融經(jīng)濟;2009年14期

4 張芳潔;影響我國保險業(yè)發(fā)展的經(jīng)濟因素的實證分析[J];數(shù)量經(jīng)濟技術(shù)經(jīng)濟研究;2004年03期

5 陳權(quán)寶,聶銳;我國保險費收入預(yù)測模型的選擇[J];統(tǒng)計與決策;2005年17期

6 梁來存;皮友靜;;我國保費收入的ARIMA模型與預(yù)測[J];統(tǒng)計與決策;2006年07期

7 趙長利;陳海泳;陳德陽;;中國保險業(yè)保費收入灰色預(yù)測模型的研究[J];統(tǒng)計與決策;2007年13期

8 曹明;;我國能源強度與能源價格之間的脈沖響應(yīng)分析[J];統(tǒng)計與決策;2011年03期

，

本文編號：2211542