我国产险业承保周期研究

发布时间：2018-02-24 15:07

本文关键词： 承保周期承保赔付率 GDP 利率赔付支出　出处：《苏州大学》2013年硕士论文　论文类型：学位论文

【摘要】：承保周期研究关注产险业承保利润和赔付的变化，是对保险行业运行规律研究的重要主题，近年来受到国内学者越来越多的关注。本文借鉴国内外学者已有的研究，联系我国实际，对我国产险业的承保周期做了更深入的探讨。本文的研究有助于进一步丰富我国在承保周期领域的理论研究，，同时也有助于保险公司和监管者更好地理解行业规律，把握产险业承保周期特点，实施顺周期经营和逆周期监管，促进行业稳定发展。本文主要从我国产险业承保周期的存在性，和我国产险业承保周期的影响因素两个方面进行分析。对于承保周期存在性的检验，本文采用HP滤波方法，结果证实我国产险业存在承保周期，并在此基础上将承保周期与经济周期进行比较，发现承保周期与经济周期存在联动效应。对承保周期影响因素的分析，本文采用Johansen协整方法，从宏观经济情况和保险行业经营情况两个角度，对影响承保周期的长期因素进行了检验，结果表明GDP、利率和以往赔付额的变动都会对承保周期产生长期影响，此外，机动车辆险经营效益较低也是加剧行业波动的重要原因。最后，论文总结实证检验结果，建议保险公司转变经营理念，避免盲目追求保费规模，并重视宏观经济的影响，致力于提高定价技术和偿付能力，推进险种多样化经营。同时，监管机构应加强对费率厘定和偿付能力的监管，改善制度性缺陷，实施窗口指导，推进行业稳定发展。
[Abstract]:The study of underwriting cycle is an important subject of the study on the operation law of the insurance industry, which focuses on the change of the underwriting profit and indemnity of the property insurance industry, and has been paid more and more attention by domestic and foreign scholars in recent years. This paper draws lessons from the existing research of domestic and foreign scholars. In connection with the reality of our country, this paper makes a deeper discussion on the insurance cycle of the property insurance industry in China. The research in this paper is helpful to further enrich the theoretical research in the field of insurance cycle in our country. It is also helpful for insurance companies and regulators to better understand the law of the industry, grasp the characteristics of the insurance cycle of the property insurance industry, implement pro-cycle management and counter-cyclical supervision, and promote the steady development of the industry. This paper mainly analyzes the existence of insurance cycle of property insurance industry in China and the influencing factors of insurance cycle of property insurance industry in China. HP filter method is used to test the existence of insurance cycle in China. The results confirm that there is an underwriting cycle in China's property insurance industry, and on the basis of comparing the underwriting cycle with the economic cycle, it is found that there is a linkage effect between the underwriting cycle and the economic cycle. In this paper, Johansen cointegration method is used to test the long-term factors that affect the underwriting cycle from the two angles of macro-economic situation and insurance industry management. The results show that the changes of GDP, interest rate and compensation amount in the past will have a long-term impact on the underwriting cycle. In addition, the low operating efficiency of motor vehicle insurance is also an important reason for the aggravation of industry volatility. Finally, the paper summarizes the results of empirical testing, suggests that insurance companies change their business philosophy, avoid blindly pursuing premium scale, and attach importance to macroeconomic impact, and devote themselves to improving pricing technology and solvency. At the same time, the regulators should strengthen the regulation of rate setting and solvency, improve institutional defects, implement window guidance, and promote the steady development of the industry.
【学位授予单位】：苏州大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F842.65

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