机动车辆保险承保周期的回归模型分析

通过构造一个包含多个变量的回归模型来检验各种因素对保费变动的影响,结果表明:滞后损失率和滞后保费增长率对当期保费增长影响非常显著;滞后损失增长率对当期保费增长率影响不显著;在我国机动车辆保险中,宏观经济因素包括利率和GDP对保费增长率的影响很小.因此,我国机动车辆保险承保周期存在原因较为符合承保能力限制假说.

The Regression Model Analysis of the U/W Cycle in Automobile Insurance

This paper constructs a multi factor regression model to test the causes of changing insurance premium.The conclusions show that hysteresis loss rate variables and lagged premium growth variables have significant influence on the current premium growth,while hysteresis loss of the growth rate has insignificant impact on the current premium growth rate variable.To Chinese automobile insurance,Macro-economic factors including interest rate and GDP have little effect on growth rate of premium.So the Capacity C...