摘要
基于我国2005年至2010年人身险原保险保费收入的月度数据,本文建立了预测我国人身险2011年原保险保费收入的ARIMA模型,并将预测值与2011年的实际值进行对比,测度了各月实际保费收入与其理论值的偏差,并运用季节指数测算了2011年人身险原保险保费收入的降幅,发现"银保新政"使2011年人身险原保险保费收入较其理论值下降了11%,其中外资人身险公司较其理论值下降了32%,内资人身险公司较其理论值下降了10%。
Based on the monthly data of life insurance premium amount of China during 2005-2010, this paper constructs an ARIMA model to forecast the expected amounts of life insurance premium in 2011, compares the expected value with the real value in 2011, measures the deviation between the real premium amount in each month and its theoretical value, uses seasonal adjustment indices to calculate the reduction degree of life insurance premium amount in 2011, and finds that life insurance premium amount declines 11 percent in 2011 by comparing with its theoretical value because of“New Bancassurance Regulation”, among which life insurance premium amount of foreign capital decreased 32 percent by comparing with its theoretical value while the life insurance premium amount of domestic capital decreased 10 percent by comparing with its theoretical value.
出处
《重庆工商大学学报（社会科学版）》
2014年第4期56-62,共7页
Journal of Chongqing Technology and Business University：Social Science Edition
基金
闽江学院专项计划(YHZ10003)"加快海西经济发展方式转变的财政金融政策研究"
福建省教育厅2011年人文社科项目(JA11205S)
闽江学院2011年社科启动项目(YSQ1102)
关键词
MRIMA模型
人身险
保费收入
银保新政
冲击测度
ARIMA Model
life insurance
premium amount
new bancassurance regulation
shock measurement
