期刊文献+

基于径向基神经网络的非寿险公司财务预警研究 被引量:3

Financial Warning for Non-life Insurance Company based on the Radial Basis Function(RBF) Neural Network
下载PDF
导出
摘要 选取我国保险行业中40家非寿险公司2006-2008年的混合非平衡面板数据作为研究样本,采用径向基神经网络模型从偿付能力、盈利能力、成长能力三个角度对非寿险公司财务预警进行研究。实证表明,此模型可以为管理层的财务预警提供更有有效的信息,并且在我国保险业具有样本量小,有效数据少的情况下,有着良好的运用前詈。 The mixed unbalanced panel data were selected from 40 non--life insurance compa- nies from 2006 to 2008, then empirical study on financial warning from the aspects of the ability of solvency, profitability and growth was been done by RBF neural network model. The results showed this model can provide more effective financial warning information to managers. The application of this model is optimistic in our country because of the small sample and scarcity of effective data.
作者 邓庆彪 文辉
出处 《财经理论与实践》 CSSCI 北大核心 2011年第1期25-29,共5页 The Theory and Practice of Finance and Economics
关键词 径向基神经网络 财务预警 混合非平衡面板数据 Radial Basis Function Neural Network Financial Warning Mixed Unbalanced Panel Data
  • 相关文献

参考文献5

二级参考文献11

  • 1高辉清,孙卫东.人工神经网络预测和决策模型[J].预测,1995,14(4):68-72. 被引量:13
  • 2Martin R Grace, Scott E. Harrington, and Robert W. Klein. Risk-Based Capital and Solvency Screening in Property-Liability Insurance: Hypotheses and Empirical Tests . The Journal of Risk and Insurance, 1995, (2). 被引量:1
  • 3Yong-Duck Kim, Dan R Anderson, Terry L Amburgey, and James C Hickman. The Use of Event History Analysis to Examine Insurer Insolvencies . Journal of Risk and Insurance. 1995, ( 1 ) . 被引量:1
  • 4Cummins, J. David, Scott E. Harrington, and Gregory Niehaus. An Economic Overview of Risk Based Capital Requirement for the Property Liability Insurance Industry . Journal of Insurance Regulation. 1993, ( 11 ). 被引量:1
  • 5中国保险业信用前瞻2005-2006[J].标准普尔信用评级,2005-06-23. 被引量:1
  • 6Huang,Chin-Shen,Robert E.Dorsey and Mary Ann Boose.1994.Life Insurer Financial Distress Prediction:A Neural Network Model,Journal of Insurance Regulation,13. 被引量:1
  • 7Duett,Edwin H.and Robert A.Hershbarger.1990 Identifying Financial Distress in the Property-Causalty Industry,Journal of the Society of Insurance Resarch,21. 被引量:1
  • 8Tim Hill,Lcorey Marquez,Marcus O' lonnor,William Remus,(高辉青译). 被引量:1
  • 9粟芳,俞自由.非寿险偿付能力影响因素的实证分析[J].财经研究,2001,27(7):23-27. 被引量:14
  • 10聂尚君.初论建立我国保险公司财务预警体系[J].上海保险,2003(7):35-37. 被引量:5

共引文献8

同被引文献30

引证文献3

二级引证文献6

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部