我国保险公司保费收入的时间序列预测

Time Series Forecasting of Chinese Insurance Corporation Premium Income

采用时间序列分析方法,分别对我国保险业两大主要保险公司——中国人寿和中国人保公司寿险和财险业2004年8月～2010年8月的保费收入数据进行建模分析,建立了ARIMA乘积季节模型,并利用所建模型进行预测,结果显示,该模型有较好的预测效果,为我国保险公司保费收入的监管和使用提供了理论参考.

The method of time series is used to analyze the insurance premium income data of the life and property insurance industry from August 2004 to August 2010.Two big insurance corporations are China Life Insurance Company Ltd and PICC.The ARIMA product seasonal models are established,by which we give a prediction.The results showed that the models have better prediction results,which can be used to provide reference for supervision.