摘要
本文采用CF滤波法对我国1980年至2008年的非寿险市场承保赔付率进行研究,发现我国非寿险市场存在着承保周期现象,周期长度为4～5年不等。在进一步对我国承保周期形成机制的分析中,本文验证了制度冲击假说和经济周期假说对解释我国承保周期现象的适用性,并得出非理性定价假说和承保力约束假说对我国承保周期现象的解释力不充分的结论。
This study examined the claims ratio of the non-life insurance market in the period of 1980 to 2008 with the CF filter method. It revealed that there was an underwriting cycle of 4-5 years in China＇s non-life insurance market. In its further analysis of the causes for the formation of the cycle, it tested the applicability of the institu- tional intervention hypothesis and the economic cycle hypothesis to this phenomenon, and concluded that the irra- tional pricing hypothesis and the underwriting capacity restriction hypothesis couldn＇t properly explain the existence of the underwriting cycle in China.
出处
《保险研究》
北大核心
2010年第2期44-52,共9页
Insurance Studies
关键词
承保周期
谱分析
CF滤波法
underwriting cycle
spectral analysis
CF filter
