本文關鍵詞： 承保周期 承保賠付率 GDP 利率 賠付支出　出處：《蘇州大學》2013年碩士論文　論文類型：學位論文

【摘要】：承保周期研究關注產(chǎn)險業(yè)承保利潤和賠付的變化，是對保險行業(yè)運行規(guī)律研究的重要主題，近年來受到國內(nèi)學者越來越多的關注。本文借鑒國內(nèi)外學者已有的研究，聯(lián)系我國實際，對我國產(chǎn)險業(yè)的承保周期做了更深入的探討。本文的研究有助于進一步豐富我國在承保周期領域的理論研究，，同時也有助于保險公司和監(jiān)管者更好地理解行業(yè)規(guī)律，把握產(chǎn)險業(yè)承保周期特點，實施順周期經(jīng)營和逆周期監(jiān)管，促進行業(yè)穩(wěn)定發(fā)展。 本文主要從我國產(chǎn)險業(yè)承保周期的存在性，和我國產(chǎn)險業(yè)承保周期的影響因素兩個方面進行分析。對于承保周期存在性的檢驗，本文采用HP濾波方法，結果證實我國產(chǎn)險業(yè)存在承保周期，并在此基礎上將承保周期與經(jīng)濟周期進行比較，發(fā)現(xiàn)承保周期與經(jīng)濟周期存在聯(lián)動效應。對承保周期影響因素的分析，本文采用Johansen協(xié)整方法，從宏觀經(jīng)濟情況和保險行業(yè)經(jīng)營情況兩個角度，對影響承保周期的長期因素進行了檢驗，結果表明GDP、利率和以往賠付額的變動都會對承保周期產(chǎn)生長期影響，此外，機動車輛險經(jīng)營效益較低也是加劇行業(yè)波動的重要原因。 最后，論文總結實證檢驗結果，建議保險公司轉變經(jīng)營理念，避免盲目追求保費規(guī)模，并重視宏觀經(jīng)濟的影響，致力于提高定價技術和償付能力，推進險種多樣化經(jīng)營。同時，監(jiān)管機構應加強對費率厘定和償付能力的監(jiān)管，改善制度性缺陷，實施窗口指導，推進行業(yè)穩(wěn)定發(fā)展。
[Abstract]:The study of underwriting cycle is an important subject of the study on the operation law of the insurance industry, which focuses on the change of the underwriting profit and indemnity of the property insurance industry, and has been paid more and more attention by domestic and foreign scholars in recent years. This paper draws lessons from the existing research of domestic and foreign scholars. In connection with the reality of our country, this paper makes a deeper discussion on the insurance cycle of the property insurance industry in China. The research in this paper is helpful to further enrich the theoretical research in the field of insurance cycle in our country. It is also helpful for insurance companies and regulators to better understand the law of the industry, grasp the characteristics of the insurance cycle of the property insurance industry, implement pro-cycle management and counter-cyclical supervision, and promote the steady development of the industry. This paper mainly analyzes the existence of insurance cycle of property insurance industry in China and the influencing factors of insurance cycle of property insurance industry in China. HP filter method is used to test the existence of insurance cycle in China. The results confirm that there is an underwriting cycle in China's property insurance industry, and on the basis of comparing the underwriting cycle with the economic cycle, it is found that there is a linkage effect between the underwriting cycle and the economic cycle. In this paper, Johansen cointegration method is used to test the long-term factors that affect the underwriting cycle from the two angles of macro-economic situation and insurance industry management. The results show that the changes of GDP, interest rate and compensation amount in the past will have a long-term impact on the underwriting cycle. In addition, the low operating efficiency of motor vehicle insurance is also an important reason for the aggravation of industry volatility. Finally, the paper summarizes the results of empirical testing, suggests that insurance companies change their business philosophy, avoid blindly pursuing premium scale, and attach importance to macroeconomic impact, and devote themselves to improving pricing technology and solvency. At the same time, the regulators should strengthen the regulation of rate setting and solvency, improve institutional defects, implement window guidance, and promote the steady development of the industry.
【學位授予單位】：蘇州大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F842.65

【參考文獻】

相關期刊論文 前10條

1 冀玉娜;鄭海濤;;中國非壽險市場承保周期的存在性研究[J];北京航空航天大學學報(社會科學版);2009年04期

2 胡三明;吳洪;;我國非壽險業(yè)承保周期研究[J];保險研究;2007年09期

3 李心愉;李杰;;中國非壽險市場承保周期研究[J];保險研究;2010年02期

4 趙光毅;王銳;;順周期效應與保險監(jiān)管[J];保險研究;2010年03期

5 王麗珍;李秀芳;郭思文;;中國非壽險業(yè)承保利潤周期根源探析[J];保險研究;2010年09期

6 李立松;;基于Cuminms-Outrellvie模型的中國產(chǎn)險業(yè)保險周期實證研究[J];保險研究;2011年02期

7 熊海帆;卓志;王威明;;保險周期存在性的協(xié)整模型檢驗:基于中國市場的分析[J];保險研究;2011年06期

8 榮幸;陳月;楊匯潮;;我國經(jīng)濟周期對非壽險承保周期的影響研究[J];保險研究;2012年04期

9 張琳;朱園麗;;機動車輛保險承保周期的回歸模型分析[J];財經(jīng)理論與實踐;2009年02期

10 黃溪;周暉;;中國保險業(yè)順周期性的實證分析[J];財貿(mào)經(jīng)濟;2012年03期

相關博士學位論文 前1條

1 張穎;中國保險發(fā)展的周期性與影響因素的計量研究[D];吉林大學;2010年

相關碩士學位論文 前1條

1 孔華強;金融市場波動率模型及實證研究[D];首都經(jīng)濟貿(mào)易大學;2006年

本文編號：1530703