基于时间序列分析的寿险需求模型分析  

Empirical Study on Life Insurance Demand Model Based on Time Series Analysis

作　　者：白丽[1] 李海刚[1] 

机构地区：[1]上海交通大学安泰经济与管理学院管理科学与工程系,上海200052

出　　处：《科学技术与工程》2010年第5期1193-1197,共5页Science Technology and Engineering

基　　金：国家自然科学基金(70571052)资助

摘　　要：分别运用最小二乘法、时间序列分析对寿险市场进行了实证研究。与已有的研究相比,通过建立多元线性模型和改进的回归模型,说明国内生产总值的增长是寿险需求增长的根本原因,教育水平的提高和赡养(抚养)率对寿险需求影响显著;同时利用单位根检验指出由于缴纳保费存在分期缴纳的现象,导致保费收入有时间滞后效应。The Ordinary Least Square （OLS） and time series analysis on the life insurance demand model are empirically applied. Compared with the existing research, a multiple linear regression model and an improved one are created, which indicates that the growth of gross domestic product is main contributors to the development of life insurance. Also, improving education environment and supporting the old ratio and raising the young ratio affect life insurance demand significantly. Meanwhile, there is an apparent time lag effect on premium income by ADF test as result of installment payment of premiums.

关 键 词：寿险需求 最小二乘法 时间序列模型 单位根检验 

分 类 号：F840.6[经济管理—保险]