發(fā)布時(shí)間：2018-08-29 14:51

【摘要】：自改革開(kāi)放以來(lái),我國(guó)的保險(xiǎn)業(yè)一直處于高速發(fā)展?fàn)顟B(tài),作為社會(huì)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(dá)國(guó)家保險(xiǎn)市場(chǎng)相比,我國(guó)的保險(xiǎn)業(yè)還存在著許多不完善的地方,而且我國(guó)的保險(xiǎn)業(yè)在地域發(fā)展上也存在著巨大的差距。 保險(xiǎn)數(shù)據(jù)分析是統(tǒng)計(jì)學(xué)的一個(gè)重要應(yīng)用領(lǐng)域,從前期的保費(fèi)核定工作開(kāi)始,再經(jīng)過(guò)一系列風(fēng)險(xiǎn)評(píng)估、賠付率計(jì)算,到后期的保費(fèi)收入、報(bào)案量、結(jié)案量預(yù)測(cè),統(tǒng)計(jì)理論貫穿始終。隨著保險(xiǎn)業(yè)規(guī)模的不斷擴(kuò)大,各保險(xiǎn)公司數(shù)據(jù)激增,亦趨于多元化,致使分析難度加大。運(yùn)用合理的統(tǒng)計(jì)理論和方法對(duì)保險(xiǎn)業(yè)中的相關(guān)數(shù)據(jù)進(jìn)行統(tǒng)計(jì)分析,探索保險(xiǎn)業(yè)的發(fā)展規(guī)律,對(duì)指導(dǎo)我國(guó)保險(xiǎn)業(yè)的健康發(fā)展具有重要意義。 本文運(yùn)用統(tǒng)計(jì)學(xué)的理論和方法,針對(duì)我國(guó)保險(xiǎn)業(yè)中的兩個(gè)具體問(wèn)題進(jìn)行了探索研究。具體來(lái)說(shuō),一方面,我們研究了我國(guó)保險(xiǎn)市場(chǎng)在地域上的一種宏觀不平衡發(fā)展?fàn)顩r,采用保費(fèi)收入、保險(xiǎn)密度、保險(xiǎn)深度三個(gè)指標(biāo),用聚類方法分析了我國(guó)31個(gè)省(市)保險(xiǎn)市場(chǎng)的發(fā)展情況,得出在東、西、中部地區(qū),保險(xiǎn)市場(chǎng)、保險(xiǎn)需求差距頗大,發(fā)展很不均衡。另一方面,我們從微觀問(wèn)題入手,以中國(guó)平安河南省分公司近幾年來(lái)車險(xiǎn)的實(shí)際數(shù)據(jù)為例,采用時(shí)間序列方法,研究了保險(xiǎn)公司的報(bào)案量、結(jié)案量、保費(fèi)收入等指標(biāo)之間的關(guān)系以及相應(yīng)的建模與預(yù)測(cè)問(wèn)題。由于該數(shù)據(jù)具有季節(jié)趨勢(shì),本文首先通過(guò)季節(jié)指數(shù)方法,對(duì)各個(gè)指標(biāo)消除季節(jié)趨勢(shì),再做出擬合、預(yù)測(cè)。另外,考慮到報(bào)案量與結(jié)案量可能會(huì)有一定的相關(guān)性,本文再次通過(guò)協(xié)整分析、脈沖響應(yīng)函數(shù)進(jìn)一步對(duì)數(shù)據(jù)做出分析,證明上一期的結(jié)案量對(duì)當(dāng)期報(bào)案量具有促進(jìn)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(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F842.4;F224

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