我国寿险需求影响因素的实证分析  

Empirical Study on Influential Factors of Life Insurance Demand in China

作　　者：杨舸[1] 田澎[1] 叶建华[2] 

机构地区：[1]上海交通大学安泰管理学院,上海200030 [2]上海师范大学商学院,上海200234

出　　处：《中国软科学》2005年第3期50-54,共5页China Soft Science

摘　　要：应用自回归分布滞后模型对我国寿险需求进行了实证研究。与已有的研究相比,本文消除了保费收入数据中因统计口径变化带来的影响,建模时考虑了时间序列的平稳性,而且考查了更长的时间跨度。研究表明,国内生产总值的增长和寿险业自身的发展是寿险需求增长的根本原因,实际利率和少年儿童赡养(抚养)率对寿险需求也有显著的影响,社会的老龄化、预期通货膨胀率和不断提高的教育水平对寿险需求的作用并不显著。This paper empirically analyzes the life insurance demand by applying autoregressive distributed lag (ADL) model. Compared with previous studies, this paper not only eliminates the impacts brought by statistic caliber changing in insurance premium and takes the stationary time series into account when the model is constructed, but also covers a longer sample period. The results show that GDP increase and development of life insurance industry are the main contributors to the growth of life insurance, and the effects produced by society aging, anticipating inflation and education level on life insurance are not significant. Life insurance is also significantly affected by real interest rate and children dependency ratio.

关 键 词：寿险需求 自回归分布滞后模型 平稳时间序列 

分 类 号：F840.62[经济管理—保险]