我国机动车辆保险的承保周期及其影响因素的研究

发布时间：2018-06-15 01:05

本文选题：机动车辆保险 + 承保周期　；参考：《浙江工商大学》2017年硕士论文

【摘要】：承保周期是指保险业的承保能力和承保利润随着时间的推移而呈现出的一种周期性、规律性的变化,具体表现为:在坚挺市场上,保险费率较高、理赔损失较少、相关保险条款较严,从而赔付率比较低、承保的利润率比较高,保险公司经营效益良好;但在疲软市场,情况则恰恰相反,保险公司获得的承保利润较少,甚至出现亏损的状况。承保周期是非寿险市场的一个显著特征,车险市场上存在着承保周期现象在国际上已经得到了一致的认同。目前我国财险市场上,车险业务占到总业务的70%左右,掌握我国车险市场承保周期的波动规律,采取顺周期经营和逆周期监管的应对措施,减轻车险承保周期的波动性,对于提高我国财险公司经营的稳定性具有非常重要的意义。另外,关于承保周期的研究方法和产生原因的学说,在国外已经形成了一套比较成熟的理论体系,而国内的相关研究起步较晚,特别是对我国机动车辆保险的承保周期现象进行专项研究的文章很少,需要在理论方面予以扩展。本文通过对国内外相关文献的梳理,然后在前人研究的基础上选择适合我国国情的方法来研究我国机动车辆保险市场承保周期的存在性以及影响因素。主要分为以下几个研究部分:在承保周期存在性的检验及长度测定中,本文以1984-2015年车险的赔付率数据为研究样本,采用HP滤波法将其中的趋势成分给剔除出去,然后对周期成分进行观察和分析。研究发现,我国的机动车辆保险市场存在着明显的承保周期现象,从1984-2015年这三十多年间,我国机动车辆保险市场经历了 6个承保周期,每个时间段的周期长度不相同,平均长度为5.17年。在承保周期影响因素的分析中,本文选用定性分析和定量分析相结合的方法来对其进行研究。定性分析主要从保险业内部经营环节和宏观经济环境两方面进行分析。定量分析部分本文选定六个变量建立VAR模型,然后通过脉冲响应函数和方差分解函数来分析各变量对我国机动车辆保险市场承保周期的影响方向和影响程度。得出的主要结论是:我国机动车辆保险的承保周期主要受财险公司数量和车险赔付率的影响。在短期,赔付率对承保周期的影响最大,随着时间的推移,其影响程度不断减弱,影响方向先是正向,后为负向。并且验证了,在我国特殊的市场环境下,市场准入限制对我国机动车辆保险的承保周期有显著影响。另外,汽车产量对承保周期的作用不容忽视,这也是本文的创新之处。最后,本文分别针对保险公司和监管机构提出了一些建议,以实现顺周期经营和逆周期监管,促进我国机动车辆保险和整个保险市场稳定健康发展。
[Abstract]:The underwriting cycle refers to the periodic and regular change of the insurance industry's underwriting capacity and underwriting profit over time. In the strong market, the premium rate is higher and the claim loss is less. The related insurance clauses are stricter, thus the compensation rate is relatively low, the profit margin is higher, and the insurance companies have good operating efficiency. But in the weak market, the opposite is true. The underwriting profits of the insurance companies are relatively low. Even a loss. The underwriting cycle is a remarkable feature of the non-life insurance market, and the existence of underwriting cycle in the auto insurance market has been unanimously recognized in the world. At present, in China's property insurance market, auto insurance accounts for about 70% of the total business. In order to reduce the volatility of vehicle insurance cycle, we should grasp the fluctuation law of underwriting cycle in China's auto insurance market, take countermeasures of pro-cycle operation and countercyclical supervision, and reduce the volatility of vehicle insurance cycle. It is of great significance to improve the stability of property insurance companies in China. In addition, the research methods of underwriting cycle and the theory of the causes have already formed a set of relatively mature theoretical system abroad, but the domestic related research started relatively late. Especially, there are few researches on the underwriting cycle of motor vehicle insurance in China, which need to be expanded in theory. In this paper, by combing the relevant literature at home and abroad, and on the basis of previous studies, we choose a suitable method to study the existence and influence factors of the underwriting cycle in China's motor vehicle insurance market. It is mainly divided into the following research parts: in the test of the existence of underwriting cycle and the measurement of length, this paper takes the data of compensation rate of automobile insurance from 1984 to 2015 as the research sample, and adopts HP filter method to eliminate the trend components. Then the periodic components were observed and analyzed. It is found that there is an obvious underwriting cycle in China's motor vehicle insurance market. From 1984 to 2015, China's motor vehicle insurance market has experienced six insurance cycles, and the period length of each period is different. The average length is 5.17 years. In the analysis of the influencing factors of underwriting cycle, the qualitative analysis and quantitative analysis are used to study it. The qualitative analysis mainly from the insurance industry internal management link and the macroeconomic environment two aspects carries on the analysis. In the part of quantitative analysis, six variables are selected to establish the VAR model, and then the influence direction and degree of each variable on the underwriting cycle of motor vehicle insurance market in China are analyzed by impulse response function and variance decomposition function. The main conclusion is that the insurance cycle of motor vehicle insurance in China is mainly influenced by the number of property insurance companies and the insurance coverage rate. In the short term, the indemnity rate has the greatest influence on the underwriting cycle, and with the passage of time, the influence degree is weakened, the direction of influence is first positive and then negative. It is verified that under the special market environment in China, market access restrictions have a significant impact on the underwriting cycle of motor vehicle insurance in China. In addition, the effect of automobile output on underwriting cycle can not be ignored, which is the innovation of this paper. Finally, this paper puts forward some suggestions for insurance companies and regulators in order to realize pro-cycle management and countercyclical supervision, and to promote the stable and healthy development of motor vehicle insurance and the whole insurance market in China.
【学位授予单位】：浙江工商大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F842.634

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