个人消费贷款保证保险违约风险的实证研究

发布时间：2018-01-16 03:29

本文关键词：个人消费贷款保证保险违约风险的实证研究　出处：《浙江工商大学》2017年硕士论文　论文类型：学位论文

【摘要】：20世界90年代以来,信用卡消费、个人汽车贷款、耐用消费品贷款、助学贷款、住房按揭贷款等个人消费贷款业务陆续开办。伴随着居民收入水平的提高和消费观念的转变,我国消费信贷规模逐步攀升。2014年8月国务院发布的《关于加快发展现代保险服务业的若干意见》(简称“新国十条”)中也明确提出:“积极发展个人消费贷款保证保险,释放居民消费能力”。在经济形式和国家倡导的双重推动下,各大保险公司纷纷利用各自优势进入消费信贷领域,个人消费贷款保证保险业务成为热点。个人消费贷款保证保险的原理就是将保险服务嵌入消费或贷款的过程中,以为借款人提供保证保险的方式,保障出资人的资金安全。个人消费贷款保证保险的应用,将市场中的信用风险转移至保险公司,即由保险公司承担借款人未还款的风险。但是基于目前国内征信体系不健全,消费贷款保证保险相关法律法规不完善的情况下,消费贷款的风险暴露问题十分突出。尤其是投保人不履行还款义务的违约和被保险人道德风险的加重,使得个人消费贷款保证保险的违约风险问题异常严峻。所以对于保险公司而言,有必要最大程度的获取客户信息,利用现有数据信息甄别投保人违约的风险因素,进而对个人消费贷款保证保险实现有效的风险管理。本文首先从个人消费贷款保证保险基础概念和特征出发,然后结合现状探讨其在发展过程中所遇到的问题,接着对个人消费贷款保证保险的违约风险形成机理进行分析,梳理归纳违约风险形成的因素。最后对样本数据进行实证分析,采用数据挖掘的方法,利用T检验法、随机森林算法和逐步判别分析法筛选变量并建立违约预测模型,得出个人消费贷款保证保险违约风险最显著的影响因素——财务因素和行为因素。从理论和实证两方面对个人消费贷款保证保险违约风险管理问题进行分析,最后站在保险公司视角提出发展个人消费贷款保证保险的相关建议。
[Abstract]:Since 90s, credit card consumption, personal car loans, consumer durable goods loans, student loans. Housing mortgage loans and other personal consumer loans have been opened. Along with the improvement of the income level of residents and the change of consumption concept. The scale of consumer credit in China is gradually rising. In August 2014, the State Council issued the "opinions on speeding up the Development of Modern Insurance Services" ("New National Ten articles"). In addition, it is clearly stated: "actively develop personal consumer loan guarantee insurance." Under the dual impetus of economic form and national advocacy, the major insurance companies have used their own advantages to enter the consumer credit field. The principle of personal consumer loan guarantee insurance is to embed insurance service in the process of consumption or loan to provide guarantee insurance for borrowers. The application of personal consumer loan guarantee insurance transfers the credit risk in the market to the insurance company. That is to say, the insurance company bears the risk of the borrower not paying back. But based on the current domestic credit system is not perfect, consumer loan guarantee insurance laws and regulations are not perfect. The risk exposure of consumer loan is very prominent, especially the default of the policy holder's failure to fulfill the repayment obligation and the aggravation of the insured's moral hazard. Make the personal consumer loan guarantee insurance default risk problem is very serious, so for insurance companies, it is necessary to obtain customer information to the greatest extent. Using the existing data information to identify the risk factors of policyholder default, and then to realize effective risk management of personal consumer loan guarantee insurance. Firstly, this paper starts from the basic concept and characteristics of personal consumer loan guarantee insurance. Then combined with the current situation to explore the problems encountered in the process of development, and then the personal consumer loan guarantee insurance default risk formation mechanism is analyzed. Finally, the empirical analysis of sample data, using data mining method, using T-test method. Random forest algorithm and stepwise discriminant analysis are used to screen variables and establish default prediction model. From the theoretical and empirical analysis, the author analyzes the risk management of personal consumer loan guarantee insurance default risk from two aspects: financial factors and behavioral factors, which are the most significant factors affecting the risk of breach of contract of personal consumer loan guarantee insurance. Finally, from the perspective of insurance companies put forward the development of personal consumer loan guarantee insurance recommendations.
【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】：F832.4;F126.1

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