本文關(guān)鍵詞： 承保周期 承保賠付率 GDP 利率 賠付支出　出處：《蘇州大學(xué)》2013年碩士論文　論文類(lèi)型：學(xué)位論文

【摘要】：承保周期研究關(guān)注產(chǎn)險(xiǎn)業(yè)承保利潤(rùn)和賠付的變化，是對(duì)保險(xiǎn)行業(yè)運(yùn)行規(guī)律研究的重要主題，近年來(lái)受到國(guó)內(nèi)學(xué)者越來(lái)越多的關(guān)注。本文借鑒國(guó)內(nèi)外學(xué)者已有的研究，聯(lián)系我國(guó)實(shí)際，對(duì)我國(guó)產(chǎn)險(xiǎn)業(yè)的承保周期做了更深入的探討。本文的研究有助于進(jìn)一步豐富我國(guó)在承保周期領(lǐng)域的理論研究，，同時(shí)也有助于保險(xiǎn)公司和監(jiān)管者更好地理解行業(yè)規(guī)律，把握產(chǎn)險(xiǎn)業(yè)承保周期特點(diǎn)，實(shí)施順周期經(jīng)營(yíng)和逆周期監(jiān)管，促進(jìn)行業(yè)穩(wěn)定發(fā)展。 本文主要從我國(guó)產(chǎn)險(xiǎn)業(yè)承保周期的存在性，和我國(guó)產(chǎn)險(xiǎn)業(yè)承保周期的影響因素兩個(gè)方面進(jìn)行分析。對(duì)于承保周期存在性的檢驗(yàn)，本文采用HP濾波方法，結(jié)果證實(shí)我國(guó)產(chǎn)險(xiǎn)業(yè)存在承保周期，并在此基礎(chǔ)上將承保周期與經(jīng)濟(jì)周期進(jìn)行比較，發(fā)現(xiàn)承保周期與經(jīng)濟(jì)周期存在聯(lián)動(dòng)效應(yīng)。對(duì)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(jì)情況和保險(xiǎn)行業(yè)經(jīng)營(yíng)情況兩個(gè)角度，對(duì)影響承保周期的長(zhǎng)期因素進(jìn)行了檢驗(yàn)，結(jié)果表明GDP、利率和以往賠付額的變動(dòng)都會(huì)對(duì)承保周期產(chǎn)生長(zhǎng)期影響，此外，機(jī)動(dòng)車(chē)輛險(xiǎn)經(jīng)營(yíng)效益較低也是加劇行業(yè)波動(dòng)的重要原因。 最后，論文總結(jié)實(shí)證檢驗(yàn)結(jié)果，建議保險(xiǎn)公司轉(zhuǎn)變經(jīng)營(yíng)理念，避免盲目追求保費(fèi)規(guī)模，并重視宏觀經(jīng)濟(jì)的影響，致力于提高定價(jià)技術(shù)和償付能力，推進(jìn)險(xiǎn)種多樣化經(jīng)營(yíng)。同時(shí)，監(jiān)管機(jī)構(gòu)應(yīng)加強(qiáng)對(duì)費(fèi)率厘定和償付能力的監(jiān)管，改善制度性缺陷，實(shí)施窗口指導(dǎo)，推進(jìn)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(xué)位授予單位】：蘇州大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類(lèi)號(hào)】：F842.65

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