基于聚类和时间序列分析的保险业发展水平研究
发布时间：2019-02-28 08:36
【摘要】：近年来,许多学者运用统计学的理论和方法对保险业的发展规律进行探索,对我国保险业发展具有一定的指导意义。本文基于聚类分析和时间序列分析,从宏微观方面研究我国保险业的发展水平。一是,从宏观方面对我国东部地区保险业进行区域性分析,选取了六个相对有效指标,对东部地区十个省市的保险业发展水平进行了聚类分析,根据计算的结果将十个省市分为三类,发现各类省市的保险业差距较大,发展状况不平衡。二是,从微观方面对中国人寿的保费收入进行预测研究,采用时间序列分析,对中国人寿保险公司2004年8月-2011年8月期间各月的原保险保费收入进行建模分析,建立了ARIMA模型和残差自回归模型,并利用所建模型进行了预测,结果显示,模型有较好的预测效果,可为我国人寿保险公司原保险保费收入的监管和决策提供理论参考。
[Abstract]:In recent years, many scholars use statistical theory and method to explore the development law of insurance industry, which has certain guiding significance to the development of insurance industry in China. Based on cluster analysis and time series analysis, this paper studies the development level of insurance industry in China from macro and micro aspects. First, this paper makes a regional analysis of the insurance industry in the eastern part of China from the macro perspective, selects six relatively effective indicators, and makes a cluster analysis on the development level of the insurance industry in ten provinces and cities in the eastern region. According to the calculated results, ten provinces and cities are divided into three categories. It is found that the insurance industry of all kinds of provinces and cities has a large gap and the development of the insurance industry is unbalanced. Secondly, from the microcosmic aspect, we forecast the premium income of China Life Insurance Company, and use time series analysis to model the original insurance premium income of China Life Insurance Company from August 2004 to August 2011, and analyze the insurance premium income of China Life Insurance Company in each month from August 2004 to August 2011. The ARIMA model and the residual auto-regression model are established, and the model is used to forecast. The results show that the model has a good prediction effect, which can provide a theoretical reference for the supervision and decision-making of the original insurance premium income of life insurance companies in China.
【学位授予单位】：苏州大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F842
本文编号：2431662
[Abstract]:In recent years, many scholars use statistical theory and method to explore the development law of insurance industry, which has certain guiding significance to the development of insurance industry in China. Based on cluster analysis and time series analysis, this paper studies the development level of insurance industry in China from macro and micro aspects. First, this paper makes a regional analysis of the insurance industry in the eastern part of China from the macro perspective, selects six relatively effective indicators, and makes a cluster analysis on the development level of the insurance industry in ten provinces and cities in the eastern region. According to the calculated results, ten provinces and cities are divided into three categories. It is found that the insurance industry of all kinds of provinces and cities has a large gap and the development of the insurance industry is unbalanced. Secondly, from the microcosmic aspect, we forecast the premium income of China Life Insurance Company, and use time series analysis to model the original insurance premium income of China Life Insurance Company from August 2004 to August 2011, and analyze the insurance premium income of China Life Insurance Company in each month from August 2004 to August 2011. The ARIMA model and the residual auto-regression model are established, and the model is used to forecast. The results show that the model has a good prediction effect, which can provide a theoretical reference for the supervision and decision-making of the original insurance premium income of life insurance companies in China.
【学位授予单位】：苏州大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F842
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，本文编号：2431662
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