基于广义线性模型的我国投资型寿险产品退保率实证研究

An Exponential Study on the Surrender Rate of Investment-oriented Life Insurance Products Based on the Generalized Linear Model

基于某一款万能险产品38个月的退保率样本数据,结合我国寿险业务的实际情况,利用广义线性模型对影响退保率的主要因素进行了分析。研究结果显示,源于消费者在购买保险的经济环境方面的差异,国外的退保率模型在我国并不适用。从我国实际情况出发,通过选择合适的解释变量,构建了新退保率模型,并分析了各解释变量对退保率的影响。

Using the theory of generalized linear model, we analyzed the practice of Chinese life insurance business to determine the main affecting factors on surrender rate based on the 38 months＇ sample data of a universal product. The research showed that, because of the differences of economic circumstances, the general surrender models used abroad was not suitable in China. The paper therefore constructed an appropriate surrender model of surrender rate based on the actual situation of China and selection of appropriate explanatory variables, and analyzed the impacts of different explanatory variables.