基于因子分析法的寿险公司非现场监管研究  

On life insurance companies′off-site supervision:application of the factor analysis method

作　　者：刘璐[1] 

机构地区：[1]东北财经大学应用金融研究中心,辽宁大连116025

出　　处：《保险研究》2009年第9期72-77,共6页Insurance Studies

基　　金：国家自然科学基金(项目批准号70801010);辽宁省教育厅人文社会科学项目(批准号2009A241)的资助

摘　　要：我国人寿险公司非现场监管制度的一个重要特点就是主观赋权,而主观赋权一方面会导致对某个或某些因素过高或过低地估计,使评价结果不能如实反映寿险公司的真实状况,另一方面会诱使寿险公司粉饰或追求权重较高的指标。本文将因子分析法应用于寿险公司非现场监管,以2007年在我国境内开展业务的34家寿险公司作为样本,选择17个指标构建截面数据,对样本公司的风险水平和经营绩效进行评价,很好地解决了主观赋权带来的问题。One characteristic of the current off-site supervision system on life insurance companies is objectively setting weights in advance. And that may result in two problems：one is that some data may be overestimated or un- derestimated;the other is that life insurance companies are inclined to pay more attention to high-weights data. This article applied one of the multi-analysis methods--the factor analysis method to life insurance companies＇off-site su- pervision. We selected 34 life insurance companies operating in China in 2007 as samples and 17 financial ratios as indexes, and evaluated the risk status and overall efficiency of the sample companies. This method of analysis could effectively solve the above-mentioned problems.

关 键 词：寿险公司 因子分析 非现场监管 

分 类 号：F842.7[经济管理—保险]