本文選題：壽險(xiǎn)公司　切入點(diǎn)：信用評級　出處：《哈爾濱工程大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：誠信作為壽險(xiǎn)公司存在的基礎(chǔ)，是壽險(xiǎn)公司健康發(fā)展的前提，也是壽險(xiǎn)公司提升競爭力和建立良好社會形象的重要因素。但是，由于消費(fèi)者與壽險(xiǎn)公司之間的信息不對稱性，造成了消費(fèi)者對壽險(xiǎn)公司的低信任度，使壽險(xiǎn)公司遭受誠信危機(jī)。信用評級的產(chǎn)生源自信息不對稱理論。信用評級是對企業(yè)內(nèi)在質(zhì)量的全面檢驗(yàn)和考核，從而能夠?qū)垭U(xiǎn)公司的償付能力進(jìn)行綜合評價(jià)，是專業(yè)性很強(qiáng)的有針對性的信用分析。對壽險(xiǎn)公司進(jìn)行信用評級可以為消費(fèi)者提供準(zhǔn)確的風(fēng)險(xiǎn)信息，使消費(fèi)者掌握壽險(xiǎn)公司的真實(shí)情況，從而增加消費(fèi)者對壽險(xiǎn)公司的信任度，促進(jìn)壽險(xiǎn)行業(yè)的發(fā)展。 本文首先對國內(nèi)外相關(guān)的文獻(xiàn)進(jìn)行了回顧和總結(jié)，從信用評級理論、信息不對稱理論、全面風(fēng)險(xiǎn)管理思想以及信用要素分析法對我國壽險(xiǎn)公司信用評級進(jìn)行了理論分析，為后文的研究提供了理論支持。其次，通過學(xué)習(xí)國外壽險(xiǎn)公司信用評級指標(biāo)體系構(gòu)建方法，并考慮中國壽險(xiǎn)公司的自身特點(diǎn)，建立我國壽險(xiǎn)公司信用評級指標(biāo)體系，并進(jìn)行了適用性分析，為下文進(jìn)一步研究奠定了基礎(chǔ)。再次，，對傳統(tǒng)的BP神經(jīng)網(wǎng)絡(luò)模型進(jìn)行了簡單分析，然后論述了在此基礎(chǔ)上發(fā)展起來的改進(jìn)的BP神經(jīng)網(wǎng)絡(luò)模型。本文運(yùn)用改進(jìn)的BP神經(jīng)網(wǎng)絡(luò)模型，利用十五家壽險(xiǎn)公司樣本的各指標(biāo)值和實(shí)際評級結(jié)果，運(yùn)用Matlab軟件進(jìn)行仿真訓(xùn)練，使網(wǎng)絡(luò)模型輸出的評級結(jié)果與實(shí)際評級結(jié)果之間的總體誤差滿足設(shè)定要求，從而訓(xùn)練出壽險(xiǎn)公司信用評級模型。最后，通過一個(gè)實(shí)例來驗(yàn)證訓(xùn)練的網(wǎng)絡(luò)模型對壽險(xiǎn)公司進(jìn)行信用評級的準(zhǔn)確性和適用性，結(jié)果表明訓(xùn)練的網(wǎng)絡(luò)模型得出的評級結(jié)果符合該公司的實(shí)際情況，比較正確地反映了公司的信用等級。因此，可以通過此模型對壽險(xiǎn)公司的信用等級進(jìn)行預(yù)測。
[Abstract]:Honesty, as the foundation of life insurance company, is the premise for life insurance company to develop healthily, and it is also an important factor for life insurance company to improve its competitiveness and establish a good social image. However, due to the asymmetry of information between consumers and life insurance companies, It causes consumers' low trust in life insurance companies and makes life insurance companies suffer from credit crisis. Credit rating comes from information asymmetry theory. Credit rating is a comprehensive test and assessment of the internal quality of an enterprise. Therefore, the comprehensive evaluation of the solvency of life insurance companies is a highly professional and targeted credit analysis. The credit rating of life insurance companies can provide consumers with accurate risk information. To make consumers master the true situation of life insurance companies, thereby increasing consumers' trust in life insurance companies and promoting the development of life insurance industry. Firstly, this paper reviews and summarizes the relevant literatures at home and abroad, and analyzes the credit rating of Chinese life insurance companies theoretically from the credit rating theory, the information asymmetry theory, the overall risk management thought and the credit factor analysis method. Secondly, by studying the construction method of foreign life insurance company credit rating index system and considering the characteristics of Chinese life insurance company, we establish our country life insurance company credit rating index system. The applicability analysis is carried out, which lays a foundation for further research. Thirdly, the traditional BP neural network model is simply analyzed. Then it discusses the improved BP neural network model, which is developed on this basis. This paper uses the improved BP neural network model, using the index value of 15 life insurance company samples and the actual rating result, and using Matlab software to carry on the simulation training. Make the overall error between the network model output and the actual rating results meet the set requirements, thus train the life insurance company credit rating model. Finally, An example is given to verify the accuracy and applicability of the training network model for life insurance company credit rating. The results show that the network model obtained by the training model is in line with the actual situation of the company. Therefore, this model can be used to predict the credit rating of life insurance companies.
【學(xué)位授予單位】：哈爾濱工程大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F842.3;TP18

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