| 意外险的需求模式、感觉阈限与通货膨胀率——基于三区制门限回归模型的实证分析 |
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| 引用本文： | 黄荣哲,农丽娜. 意外险的需求模式、感觉阈限与通货膨胀率——基于三区制门限回归模型的实证分析[J]. 财经研究, 2011, 0(9): 28-37 |
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| 作者姓名： | 黄荣哲 农丽娜 |
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| 作者单位： | 广西财经学院金融系;中国人民银行南宁中心支行; |
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| 基金项目： | 广西财经学院人才引进(博士)科研启动基金; 中国人民银行南宁中心支行2010年度重点研究课题《金融风险顺周期效应的实证研究》的资助 |
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| 摘 要： | 文章基于中国2000-2010年季度数据的实证分析表明,通货膨胀率不仅显著影响意外险需求,而且意外险保费收入增长率与通货膨胀率之间不是简单的线性负相关。首先,意外险需求对通货膨胀率的敏感程度是边际递减的;其次,与通货膨胀风险相比,投保人更加厌恶通货紧缩风险;最后,由于需求模式在门限值附近出现较大改变,可能会冲击意外险市场,当通货膨胀率接近门限值时保险公司应及时调整营销策略。
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| 关 键 词： | 意外险 通货膨胀 需求模式 心理物理学 |
Demand Pattern of Accident Insurance,Sensory Threshold and Inflation Rate:Empirical Analysis Based on Three-regime Threshold Regression Model |
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| HUANG Rong-zhe,NONG Li-na. Demand Pattern of Accident Insurance,Sensory Threshold and Inflation Rate:Empirical Analysis Based on Three-regime Threshold Regression Model[J]. The Study of Finance and Economics, 2011, 0(9): 28-37 |
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| Authors: | HUANG Rong-zhe NONG Li-na |
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| Affiliation: | HUANG Rong-zhe1,NONG Li-na2(1.Department of Finance,Guangxi University of Finance and Economics,Nanning 530003,China,2.Nanning Central Sub-branch,The People'sBank of China,Nanning 530028,China) |
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| Abstract: | Based on the quarterly data from 2000 to 2010,the empirical analysis shows that inflation rate distinctly affects the accident insurance demand and there is not a simple linear negative correlation between inflation rate and the premium growth rate of accident insurance.Firstly,the sensitivity of accident insurance demand to inflation rate is marginally diminishing.Secondly,compared to inflation risk,the insured are more averse to deflation risk.Thirdly,in the vicinity of the threshold,demand patterns obvio... |
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| Keywords: | accident insurance inflation demand pattern psychophysics |
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