节点文献
我国保险赔付的时间序列分析——建模与预测
Time Series Analysis of Chinese Insurance Compensation——Modeling and Forecasting
【摘要】 本文采用季节性时间序列模型,对我国保险业2002年1月至2008年11月的赔付支出数据进行分析,建立了Box-Jenkins季节模型,结果显示该模型具有较好的预测效果,可为我国保险业赔付的监管与决策提供参考。
【Abstract】 In this paper,we use the seasonal time series model to analyze compensation date of Chinese insurance industry from January 2002 to November 2008 and establish the Box-Jenkins seasonal model. the results showed that the model has better prediction results,which can be used to provide reference for regulatory of Chinese insurance compensation and decision-making.
【关键词】 保险赔付;
Box-Jenkins季节模型;
预测;
【Key words】 insurance compensation; Box-Jenkins seasonal model; forecast;
【Key words】 insurance compensation; Box-Jenkins seasonal model; forecast;
- 【文献出处】 数理统计与管理 ,Journal of Applied Statistics and Management , 编辑部邮箱 ,2010年04期
- 【分类号】F224.7;F842
- 【被引频次】9
- 【下载频次】702