基于投影寻踪的寿险公司绩效动态综合评价  

Dynamic Comprehensive Evaluation of the Performance Appraisal of the Life Insurance Companies Based on Projection Pursuit Method

作　　者：李春红[1] 刘琳[1] 卢玉桂[1] 

机构地区：[1]广西大学数学与信息科学学院,南宁530004

出　　处：《重庆理工大学学报（自然科学）》2013年第1期102-106,118,共6页Journal of Chongqing University of Technology：Natural Science

基　　金：国家自然科学基金资助项目(11061002);广西自然科学基金资助项目(2012GXNSFBA053010)

摘　　要：针对寿险公司绩效评价指标多、维数高、指标权重的确定不够客观等行业特点,将解决高维问题的投影寻踪方法运用于寿险公司绩效综合评价中,建立了基于加速遗传算法的投影寻踪寿险公司绩效综合评价模型。通过对24家寿险公司2007—2010年的绩效状况进行评价,验证了该方法的可行性和时序动态评价的必要性。为寿险公司绩效评价提供了一个新的技术手段和研究视角,也为评判保险公司绩效提供了一种有效的方法。As to the problems of various evaluation indices, high dimension, and the unobjective determination of index weight etc. in the performance evaluation of life insurance company, this article tries to apply the Projection Pursuit Method to the comprehensive evaluation of the performance appraisal of the life insurance companies which can resolve the highdimension problem. It establishes projection pursuit method based on real-coded accelerating genetic algorithm and uses the method to evaluate the life insurance company performance comprehensively. The model is used to analyze the performance of 24 life insurance companies from 2007 to 2010. The evaluation result shows that the feasibility of this method and the assessment in time series is very important. The research provides a technical means and a fire-new angle of view for the performance appraisal of the life insurance com- panies, and provides an effective method choice to appraise performance of the insurance companies.

关 键 词：绩效评价 加速遗传算法 投影寻踪 

分 类 号：O213[理学—概率论与数理统计]