【摘要】：近年來,許多學(xué)者運(yùn)用統(tǒng)計學(xué)的理論和方法對保險業(yè)的發(fā)展規(guī)律進(jìn)行探索,對我國保險業(yè)發(fā)展具有一定的指導(dǎo)意義。本文基于聚類分析和時間序列分析,從宏微觀方面研究我國保險業(yè)的發(fā)展水平。一是,從宏觀方面對我國東部地區(qū)保險業(yè)進(jìn)行區(qū)域性分析,選取了六個相對有效指標(biāo),對東部地區(qū)十個省市的保險業(yè)發(fā)展水平進(jìn)行了聚類分析,根據(jù)計算的結(jié)果將十個省市分為三類,發(fā)現(xiàn)各類省市的保險業(yè)差距較大,發(fā)展?fàn)顩r不平衡。二是,從微觀方面對中國人壽的保費(fèi)收入進(jìn)行預(yù)測研究,采用時間序列分析,對中國人壽保險公司2004年8月-2011年8月期間各月的原保險保費(fèi)收入進(jìn)行建模分析,建立了ARIMA模型和殘差自回歸模型,并利用所建模型進(jìn)行了預(yù)測,結(jié)果顯示,模型有較好的預(yù)測效果,可為我國人壽保險公司原保險保費(fèi)收入的監(jiān)管和決策提供理論參考。
[Abstract]:In recent years, many scholars use statistical theory and method to explore the development law of insurance industry, which has certain guiding significance to the development of insurance industry in China. Based on cluster analysis and time series analysis, this paper studies the development level of insurance industry in China from macro and micro aspects. First, this paper makes a regional analysis of the insurance industry in the eastern part of China from the macro perspective, selects six relatively effective indicators, and makes a cluster analysis on the development level of the insurance industry in ten provinces and cities in the eastern region. According to the calculated results, ten provinces and cities are divided into three categories. It is found that the insurance industry of all kinds of provinces and cities has a large gap and the development of the insurance industry is unbalanced. Secondly, from the microcosmic aspect, we forecast the premium income of China Life Insurance Company, and use time series analysis to model the original insurance premium income of China Life Insurance Company from August 2004 to August 2011, and analyze the insurance premium income of China Life Insurance Company in each month from August 2004 to August 2011. The ARIMA model and the residual auto-regression model are established, and the model is used to forecast. The results show that the model has a good prediction effect, which can provide a theoretical reference for the supervision and decision-making of the original insurance premium income of life insurance companies in China.
【學(xué)位授予單位】：蘇州大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2015
【分類號】：F842

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