中国保险需求影响因素的实证研究——基于时间序列的分位数回归  

An Empirical Study on the factors of insurance demand in China—based on quantile regression of time sequence

作　　者：尚君[1] 陈艺源[1] 马捷[1] 任燕燕[1] 

机构地区：[1]山东大学经济学院,山东济南250100

出　　处：《科学与管理》2013年第5期74-80,共7页Science and Management

基　　金：国家社会科学基金(12BTJ015);基于复杂面板数据模型的物价波动研究;教育部人文社科基金(12YJA790107);复杂面板数据的系统建模及应用研究

摘　　要：本文采用1985-2011年的相关时间序列数据,运用协整分析和分位数回归方法,将保险需求细分为人身保险需求和财产保险需求,分别分析了在不同需求水平下人均GDP、人均教育支出和居民可支配收入对保险需求的影响程度,结果表明:三个影响因素对人身保险需求和财产保险需求均存在显著的正向作用,但整体而言,各个因素对人身保险需求的影响程度均大于对财产保险需求的影响程度;在不同的保险需求水平下,各个影响因素的影响程度存在差异。This article uses the related time series data from 1985 to 2011 to make influence degree of per capita GDP, the empirical analyses on the different isposable income of residents on life using the co-integration analysis and insurance demand and property insurance demand under different demand level quantile regression method. The results show that： all the three factors have significant positive effect on the life insurance demand and property insurance demand, But on the whole, the influence degree of various factors on the life insurance demand are greater than the property insurance demand.And, under different levels of insurance demand, the influence degree of all influencing factors presents difference for both life insurance demand and property insurance demand.

关 键 词：人均GDP 人均教育支出 居民可支配收入 分位数回归 

分 类 号：C813[社会学—统计学]