我国产险业承保周期  

Underwriting Cycle of Property Insurance Industry of China

作　　者：张琳[1] 唐林娟[1] 

机构地区：[1]湖南大学金融与统计学院,湖南长沙410079

出　　处：《系统工程》2012年第12期89-93,共5页Systems Engineering

基　　金：教育部人文社会科学重大攻关项目(09JZD0028)

摘　　要：对比分析了承保周期研究采用的各种方法,运用具有结构化转折的二阶自回归模型和CF滤波法对1982～2008年产险业承保损失率数据进行研究发现我国的产险业存在一个11～12年的承保周期。并从承保周期的阶段出发,对承保周期现象提出管理建议。This paper compares the methods in underwriting cycle research, using Second-order autoregressive model which includes structural change and CF filter method to analyze our country＇s underwriting cycle with annual loss ratio data from 1982 to 2008 in property insurance market. The result is that the underwriting cycle is 11-12 years. And from the phase of underwriting cycle, this paper gives some management suggestion on underwriting cycle phenomenon.

关 键 词：承保周期 产险业 二阶自回归模型 CF滤波法 结构化转折 

分 类 号：F840[经济管理—保险]