發(fā)布時間：2018-06-15 01:05

  本文選題：機動車輛保險 + 承保周期��； 參考：《浙江工商大學》2017年碩士論文

【摘要】：承保周期是指保險業(yè)的承保能力和承保利潤隨著時間的推移而呈現(xiàn)出的一種周期性、規(guī)律性的變化,具體表現(xiàn)為:在堅挺市場上,保險費率較高、理賠損失較少、相關(guān)保險條款較嚴,從而賠付率比較低、承保的利潤率比較高,保險公司經(jīng)營效益良好;但在疲軟市場,情況則恰恰相反,保險公司獲得的承保利潤較少,甚至出現(xiàn)虧損的狀況。承保周期是非壽險市場的一個顯著特征,車險市場上存在著承保周期現(xiàn)象在國際上已經(jīng)得到了一致的認同。目前我國財險市場上,車險業(yè)務占到總業(yè)務的70%左右,掌握我國車險市場承保周期的波動規(guī)律,采取順周期經(jīng)營和逆周期監(jiān)管的應對措施,減輕車險承保周期的波動性,對于提高我國財險公司經(jīng)營的穩(wěn)定性具有非常重要的意義。另外,關(guān)于承保周期的研究方法和產(chǎn)生原因的學說,在國外已經(jīng)形成了一套比較成熟的理論體系,而國內(nèi)的相關(guān)研究起步較晚,特別是對我國機動車輛保險的承保周期現(xiàn)象進行專項研究的文章很少,需要在理論方面予以擴展。本文通過對國內(nèi)外相關(guān)文獻的梳理,然后在前人研究的基礎(chǔ)上選擇適合我國國情的方法來研究我國機動車輛保險市場承保周期的存在性以及影響因素。主要分為以下幾個研究部分:在承保周期存在性的檢驗及長度測定中,本文以1984-2015年車險的賠付率數(shù)據(jù)為研究樣本,采用HP濾波法將其中的趨勢成分給剔除出去,然后對周期成分進行觀察和分析。研究發(fā)現(xiàn),我國的機動車輛保險市場存在著明顯的承保周期現(xiàn)象,從1984-2015年這三十多年間,我國機動車輛保險市場經(jīng)歷了 6個承保周期,每個時間段的周期長度不相同,平均長度為5.17年。在承保周期影響因素的分析中,本文選用定性分析和定量分析相結(jié)合的方法來對其進行研究。定性分析主要從保險業(yè)內(nèi)部經(jīng)營環(huán)節(jié)和宏觀經(jīng)濟環(huán)境兩方面進行分析。定量分析部分本文選定六個變量建立VAR模型,然后通過脈沖響應函數(shù)和方差分解函數(shù)來分析各變量對我國機動車輛保險市場承保周期的影響方向和影響程度。得出的主要結(jié)論是:我國機動車輛保險的承保周期主要受財險公司數(shù)量和車險賠付率的影響。在短期,賠付率對承保周期的影響最大,隨著時間的推移,其影響程度不斷減弱,影響方向先是正向,后為負向。并且驗證了,在我國特殊的市場環(huán)境下,市場準入限制對我國機動車輛保險的承保周期有顯著影響。另外,汽車產(chǎn)量對承保周期的作用不容忽視,這也是本文的創(chuàng)新之處。最后,本文分別針對保險公司和監(jiān)管機構(gòu)提出了一些建議,以實現(xiàn)順周期經(jīng)營和逆周期監(jiān)管,促進我國機動車輛保險和整個保險市場穩(wěn)定健康發(fā)展。
[Abstract]:The underwriting cycle refers to the periodic and regular change of the insurance industry's underwriting capacity and underwriting profit over time. In the strong market, the premium rate is higher and the claim loss is less. The related insurance clauses are stricter, thus the compensation rate is relatively low, the profit margin is higher, and the insurance companies have good operating efficiency. But in the weak market, the opposite is true. The underwriting profits of the insurance companies are relatively low. Even a loss. The underwriting cycle is a remarkable feature of the non-life insurance market, and the existence of underwriting cycle in the auto insurance market has been unanimously recognized in the world. At present, in China's property insurance market, auto insurance accounts for about 70% of the total business. In order to reduce the volatility of vehicle insurance cycle, we should grasp the fluctuation law of underwriting cycle in China's auto insurance market, take countermeasures of pro-cycle operation and countercyclical supervision, and reduce the volatility of vehicle insurance cycle. It is of great significance to improve the stability of property insurance companies in China. In addition, the research methods of underwriting cycle and the theory of the causes have already formed a set of relatively mature theoretical system abroad, but the domestic related research started relatively late. Especially, there are few researches on the underwriting cycle of motor vehicle insurance in China, which need to be expanded in theory. In this paper, by combing the relevant literature at home and abroad, and on the basis of previous studies, we choose a suitable method to study the existence and influence factors of the underwriting cycle in China's motor vehicle insurance market. It is mainly divided into the following research parts: in the test of the existence of underwriting cycle and the measurement of length, this paper takes the data of compensation rate of automobile insurance from 1984 to 2015 as the research sample, and adopts HP filter method to eliminate the trend components. Then the periodic components were observed and analyzed. It is found that there is an obvious underwriting cycle in China's motor vehicle insurance market. From 1984 to 2015, China's motor vehicle insurance market has experienced six insurance cycles, and the period length of each period is different. The average length is 5.17 years. In the analysis of the influencing factors of underwriting cycle, the qualitative analysis and quantitative analysis are used to study it. The qualitative analysis mainly from the insurance industry internal management link and the macroeconomic environment two aspects carries on the analysis. In the part of quantitative analysis, six variables are selected to establish the VAR model, and then the influence direction and degree of each variable on the underwriting cycle of motor vehicle insurance market in China are analyzed by impulse response function and variance decomposition function. The main conclusion is that the insurance cycle of motor vehicle insurance in China is mainly influenced by the number of property insurance companies and the insurance coverage rate. In the short term, the indemnity rate has the greatest influence on the underwriting cycle, and with the passage of time, the influence degree is weakened, the direction of influence is first positive and then negative. It is verified that under the special market environment in China, market access restrictions have a significant impact on the underwriting cycle of motor vehicle insurance in China. In addition, the effect of automobile output on underwriting cycle can not be ignored, which is the innovation of this paper. Finally, this paper puts forward some suggestions for insurance companies and regulators in order to realize pro-cycle management and countercyclical supervision, and to promote the stable and healthy development of motor vehicle insurance and the whole insurance market in China.
【學位授予單位】：浙江工商大學
【學位級別】：碩士
【學位授予年份】：2017
【分類號】：F842.634

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本文編號：2019820