财经论丛
財經論叢
재경론총
Collected Essays On Finance and Economics
2013年
2期
71~79
,共null页
寿险保费 季节时间序列 邹检验 会计准则 结构调整 银保新政
壽險保費 季節時間序列 鄒檢驗 會計準則 結構調整 銀保新政
수험보비 계절시간서렬 추검험 회계준칙 결구조정 은보신정
life insurance premium; seasonal time series; chow test; accounting principle; business structure adjust-ment ; regulations of banc assurance
摘要:中国主要寿险公司2004M8~2012M2间月度保费收入时间序列存在明显的季节特征,很大程度上与寿险业“开门红”习惯有关。建立SARIMA模型,发现当期寿险保费收入受以往各期的影响,对模型进行样本内预测,达到了较好效果。在此模型基础上,利用邹检验验证保险会计新准则、保监会业务结构调整窗I:/指导和银保新政对寿险保费收入时间序列的影响,并根据验证结果,提出相关政策建议。
摘要:中國主要壽險公司2004M8~2012M2間月度保費收入時間序列存在明顯的季節特徵,很大程度上與壽險業“開門紅”習慣有關。建立SARIMA模型,髮現噹期壽險保費收入受以往各期的影響,對模型進行樣本內預測,達到瞭較好效果。在此模型基礎上,利用鄒檢驗驗證保險會計新準則、保鑑會業務結構調整窗I:/指導和銀保新政對壽險保費收入時間序列的影響,併根據驗證結果,提齣相關政策建議。
적요:중국주요수험공사2004M8~2012M2간월도보비수입시간서렬존재명현적계절특정,흔대정도상여수험업“개문홍”습관유관。건립SARIMA모형,발현당기수험보비수입수이왕각기적영향,대모형진행양본내예측,체도료교호효과。재차모형기출상,이용추검험험증보험회계신준칙、보감회업무결구조정창I:/지도화은보신정대수험보비수입시간서렬적영향,병근거험증결과,제출상관정책건의。
The time series of life insurance premium presents seasonal traits. In some degree it relates to the habit of life insurers' good beginning of the whole year. Based on the data over the period from 2004M8 to 2012M2, the paper found a SA- RIMA model of life insurance premium and achieved a perfect static forecast . According to the model, it is concluded that the current llfe insurance premium is affected by former premiums. Based on the model, we make use of the chow test to testi- fy the effect of insurance accounting principle and make business structure adjustment and the regulations of banc assurance to the time series of life insurance premiums.