對(duì)影響人身保險(xiǎn)保費(fèi)收入諸因素的計(jì)量分析

1、對(duì)影響人身保險(xiǎn)保費(fèi)收入諸因素的計(jì)量分析 本文用計(jì)量經(jīng)濟(jì)學(xué)的方法對(duì)影響人身保險(xiǎn)保費(fèi)收入諸因素進(jìn)行 分析 ,試圖通過(guò)實(shí)證數(shù)據(jù)考查各因素影響的程度 ,希望我們的模型及結(jié) 論能為有關(guān)部門的決策提供參考 .一, 人身保險(xiǎn)有關(guān)理論簡(jiǎn)介 人身保險(xiǎn)是以人的生命或身體為保險(xiǎn)標(biāo)的的保險(xiǎn) ,兼具保障與儲(chǔ)蓄兩大功能 . 影響人身保險(xiǎn)保費(fèi)收入的因素主要有 :1, 國(guó)民經(jīng)濟(jì)發(fā)展水平 .（國(guó)民經(jīng)濟(jì)發(fā)展水平越高 ,人們的收入越多 ,有更 多的錢購(gòu)買保險(xiǎn) ,一般來(lái)說(shuō)保費(fèi)收入也越多） .2, 商品經(jīng)濟(jì)發(fā)展程度 .（商品經(jīng)濟(jì)的發(fā)展程度與保險(xiǎn)需求成正比，商品 經(jīng)濟(jì)越發(fā)達(dá)，則保險(xiǎn)需求越大，反之，則越小。在我們的分析中，運(yùn) 用了進(jìn)口額來(lái)

2、反映這一因素。 ）3, 國(guó)民保險(xiǎn)意識(shí) （作為一種科學(xué)的風(fēng)險(xiǎn)管理工具，保險(xiǎn)必須首先要為 人接受才能發(fā)揮出應(yīng)有的作用， 一國(guó)國(guó)民風(fēng)險(xiǎn)意識(shí)尤其是樹(shù)立運(yùn)用保 險(xiǎn)機(jī)制來(lái)管理風(fēng)險(xiǎn)的意識(shí)對(duì)于保險(xiǎn)業(yè)的發(fā)展也起著重要的作用 ） 4,利率 （利率的替代效應(yīng)，保險(xiǎn)與銀行儲(chǔ)蓄一樣都是國(guó)民的一種投資 方式，當(dāng)銀行利率高時(shí)人們會(huì)選擇更為穩(wěn)健的投資方式將錢存在銀行 而不會(huì)去買保險(xiǎn)，從而影響保費(fèi)收入。 ）5,其他 .如制度 ,人口數(shù)量和結(jié)構(gòu)二, 模型及有關(guān)說(shuō)明1,我們用 GDP 衡量經(jīng)濟(jì)發(fā)展水平 ,模型中用 X 表示 .用進(jìn)口額衡量商品經(jīng)濟(jì)發(fā)展水平，模型中用S表示國(guó)民保險(xiǎn)意識(shí)也可通過(guò)S間接反映.用I表示利率.模型中的數(shù)據(jù)均為

3、實(shí)際數(shù)據(jù)，具體見(jiàn)下表.Y人身保險(xiǎn)保費(fèi)收入（億元） X GDP （億元） S進(jìn)口額（億元）I利率（）obsYXSI198724.9930011962.501614.2007.200000198837.5000014928.302055.1008.640000198919.5800016909.202199.90011.34000199028.4100018547.902574.3008.000000199141.4100021617.803398.7007.560000199264.2900026638.104443.3007.5600001993144.070034634.405986.200

4、10.980001994163.400046759.409960.10010.980001995204.200058479.1011048.1010.980001996324.620067884.6011557.407.4700001997600.240074462.6011806.505.6700001998747.700078345.2011626.103.7800001999872.100082067.5013736.502.2500002000997.500089442.2018639.002.25000020011424.00095933.3020164.202.2500002、建立

5、回歸方程：Y=C+B1X+B2S+B3I+U用OLS法進(jìn)行回歸，結(jié)果見(jiàn)下表：Depe ndent Variable: YMethod: Least SquaresDate: 05/08/05 Time: 20:36Sample: 1987 2001In cluded observati ons: 15VariableCoefficie ntStd. Errort-StatisticProb.X-0.0014880.005070-0.2934790.7746S0.0533510.0240512.2182810.0485I-57.5969214.31660-4.0230860.0020C398.1

6、295171.73422.3182890.0407R-squared0.938880Mea n depe ndent var379.6009Adjusted R-squared0.922212S.D. dependent var442.7860S.E. of regressi on123.4956Akaike info criteri on12.69347Sum squared resid167762.8Schwarz criteri on12.88228Log likelihood-91.20100F-statistic56.32509Durb in -Watson stat1.950094

7、Prob(F-statistic)0.000001T(B1)不顯著,F顯著,可能存在多重共線性計(jì)算相關(guān)系數(shù)矩陣:XSIX 1.0000000.973767 -0.705918S 0.9737671.000000 -0.667927I -0.705918-0.6679271.000000由此看出;X與S之間存在高度線性相關(guān)，建立回歸方程X=C+BS+U乍輔助回歸.用OLS法回歸,得下表:Depe ndent Variable: XMethod: Least SquaresDate: 05/09/05 Time: 22:32Sample: 1987 2001In cluded observati

8、ons: 15VariableCoefficie ntStd. Errort-StatisticProb.S4.8534510.31455215.429720.0000C6915.6053306.5602.0914800.0567R-squared0.948223Mean depe ndent var49240.81Adjusted R-squared0.944240S.D.dependent var30281.89S.E. of regressi on7150.627Akaike info criteri on20.71135Sum squared resid6.65E+08Schwarz

9、criteri on20.80576Log likelihood-153.3352F-statistic238.0763Durb in -Watson stat0.765323Prob(F-statistic)0.000000T與F均顯著,X與S存在穩(wěn)定的關(guān)系，與經(jīng)濟(jì)意義相符.為考查保費(fèi)收入與 GDP之間的關(guān)系，建立Y與X間的回歸模型:Y二C+BX+U用OLS回歸得Depe ndent Variable: YMethod: Least SquaresDate: 05/08/05 Time: 21:01Sample: 1987 2001In cluded observati ons: 15Var

10、iableCoefficie ntStd. Errort-StatisticProb.X0.0133380.0016628.0246750.0000C-277.158095.19727-2.9114070.0121R-squared0.832031Mean depe ndent var379.6009Adjusted R-squared0.819111S.D.dependent var442.7860S.E. of regressi on188.3217Akaike info criteri on13.43775Sum squared resid461045.8Schwarz criteri

11、on13.53215Log likelihood-98.78310F-statistic64.39540Durb in -Watson stat0.447415Prob(F-statistic)0.000002T與F均顯著,說(shuō)明GDP對(duì)保費(fèi)收入存在顯著影響且B0,與經(jīng)濟(jì)意義相符3,對(duì)模型進(jìn)行修正去掉解釋變量X后模型為：Y二C+B2S+B3I+U用OLS回歸得Depe ndent Variable: YMethod: Least SquaresDate: 05/08/05 Time: 21:11Sample: 1987 2001In cluded observati ons: 15Variabl

12、eCoefficie nt Std. Error t-Statistic Prob.S0.0466250.0070166.6455210.0000I-56.2196113.00032-4.3244790.0010C373.6930144.36602.5885110.0237R-squared0.938402Mean depe ndent var379.6009Adjusted R-squared0.928136S.D.dependent var442.7860S.E. of regressi on118.7000Akaike info criteri on12.56793Sum squared

13、 resid169076.4Schwarz criteri on12.70954Log likelihood-91.25950F-statistic91.40564Durb in -Watson stat1.836838Prob(F-statistic)0.000000IT與F均顯著且B20,B3*I6 -4 -.2 J1:050100Y(2) Arch 檢驗(yàn)ARCH Test:150F-statisticObs*R-squared1.0698943.435974ProbabilityProbability0.4146220.329161Test Equati on:Depe ndent Va

14、riable: RESIDEMethod: Least SquaresDate: 05/08/05 Time: 21:58Sample(adjusted): 1990 2001In eluded observati ons: 12 after adjusti ng en dpo intsVariableCoefficie ntStd. Errort-StatisticProb.C30056.0512136.302.4765430.0383RESIDA2(-1)-0.6325750.545678-1.1592450.2798RESIDA2(-2)-0.9050540.537635-1.68339

15、70.1308RESIDA2(-3)-0.6971710.531926-1.3106530.2263R-squared0.286331Mean depe ndent var11093.07Adjusted R-squared0.018705S.D.dependent var16285.21S.E. of regressi on16132.18Akaike info criteri on22.47622Sum squared resid2.08E+09Schwarz criteri on22.63786Log likelihood-130.8573F-statistic1.069894Durb

16、in -Watson stat1.787019Prob(F-statistic)0.414622在0.05的顯著性水平下，卡房（3） =7.81，因?yàn)?.4359747.81所以接受H0,表明模型中隨機(jī)誤差項(xiàng)異方差不顯著。5, 自相關(guān)性檢驗(yàn)從回歸模型中建立殘差序列e,畫殘差項(xiàng)散點(diǎn)圖得：無(wú)自相關(guān)性2110A(-10 -1030-20 HIir-20 -10 0 10 20ADW僉驗(yàn):Depe ndent Variable: YMethod: Least SquaresDate: 05/08/05 Time: 20:36Sample: 1987 2001In cluded observati on

17、s: 15VariableCoefficie ntStd. Errort-StatisticProb.X-0.0014880.005070-0.2934790.7746S0.0533510.0240512.2182810.0485I-57.5969214.31660-4.0230860.0020C398.1295171.73422.3182890.0407R-squared0.938880Mean depe ndent var379.6009Adjusted R-squared0.922212S.D.dependent var442.7860S.E. of regressi on123.495

18、6Akaike info criteri on12.69347Sum squared resid167762.8Schwarz criteri on12.88228Log likelihood-91.20100F-statistic56.32509Durb in -Watson stat1.950094Prob(F-statistic)0.000001K=2, N=15,通過(guò)查表得：DL=0.946, DU=1.543,因?yàn)?DW統(tǒng)計(jì)量為 1.950094，1.5431.9500944-1.543 隨機(jī)誤差不存在一階自相關(guān)。三, 結(jié)論國(guó)內(nèi)生產(chǎn)總值 ,進(jìn)口額 ,利率對(duì)人身保險(xiǎn)保費(fèi)均有顯著影響,但由于國(guó)內(nèi)生產(chǎn)總值與進(jìn)口之間存在穩(wěn)定的聯(lián)系,影響了原模型的解釋和預(yù)測(cè)功能 ,修正后的模型避免了多重共線性 ,并且通過(guò)了異方差和自 相關(guān)檢驗(yàn) .修正后的模型擁有更強(qiáng)的預(yù)測(cè)功能 . 四,結(jié)論的理論和現(xiàn)實(shí)意義1、對(duì)保險(xiǎn)公司的意義 這種定量地分析對(duì)于保險(xiǎn)公司業(yè)績(jī)指標(biāo)管