| ARMA模型在我国寿险预测分析中的应用 |
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| 引用本文： | 李玉,;李丽红,;户艳领.ARMA模型在我国寿险预测分析中的应用[J].邢台职业技术学院学报,2014(3):68-71. |
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| 作者姓名： | 李玉 ;李丽红 ;户艳领 |
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| 作者单位： | [1]中国建设银行股份有限公司河北省分行,河北石家庄050000; [2]邢台职业技术学院,河北邢台054035 |
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| 摘 要： | 寿险保费收入的增长具有其内在的规律性,而掌握这一规律对提升我国保险业的竞争力、应对人口老龄化具有重要的作用。文章从中国的实际情况出发,以1999-2013年各季度寿险保费收入的统计数据为依据,对其进行平稳化、零均值化处理,并利用时间序列的、偏自相关函数的性质确定序列应当适合的ARMA(p,q)模型,据此对中国寿险保费收入的变化规律进行预测分析。
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| 关 键 词： | 寿险 ARMA模型 预测 |
Application of the ARMA Model on Life Insurance Prediction Analysis in China |
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| Institution: | LI Yu, LI Li-hong, HU Yah-ling(1. China construction Bank co., LTD., Hebei Branch, Shijiazhuang, Hebei 050000, China 2.Xingtai Polytechnic College, Xingtai, Hebei 054035, China) |
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| Abstract: | The growth of the life insurance premium income has its internal regularity. Mastering the rules for the promotion of the competitiveness of the insurance industry plays an important role in dealing with an ageing population in China. Starting from the actual situation of China, on the basis of the statistics of each quarter from 1999 to 2013 in the life insurance premium income, the authors made stabilized and zero mean treatment and use the nature of the time series and the partial autocorrelation function, determine the suitable ARMA（p, q） model, and forecast China＇s life insurance premium income in the future. |
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| Keywords: | life insurance the ARMA model forecast |
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