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題名:經濟發展對我國壽險需求影響性之模式建構
書刊名:文大商管學報
作者:賴素鈴倪家珍 引用關係
作者(外文):Lai, Sue LingNi, Jia-jen
出版日期:2004
卷期:9:2
頁次:頁1-27
主題關鍵詞:經濟成長壽險需求自我迴歸整合移動平均模式自我迴歸整合移動平均轉移模式Economic growthLife insurance demandARIMA modelARIMA transfer function model
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(2) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:13
  • 點閱點閱:33
近年來,國內壽險市場成長快速,因此正確的找出預測變數與預測模式來進行對壽險需求的估計十分重要。本研究檢測台灣有關經濟發展與壽險產業成長間的關係,藉由自我迴歸整合移動平均模式(ARIMA Model)與自我迴歸整合移動平均轉移函數模式(ARIMA Transfer Function Model),對台灣地區1964年至2000年間,有關實質國民所得與實質壽險保費收入之年資料進行分析。研究發現經濟發展之預測能力非常顯著,且自我迴歸整合移動平均轉移模式之預測誤差較ARIMA模式小,因此在加入外生變數進行預測之考量下,經濟成長被證實為重要的同期預測變數。由其較小之AIC和SBC值,以及近乎1之調整後決定係數,可證實其為一簡約且具有良好預測能力之模式。
Since the life insurance market in Taiwan grows rapidly in recent years, it's very important to find the proper predicting variables and construct well-fitted forecast model. This article examines the relationship between economic development and the life insurance industry growth in Taiwan, which is achieved by analyzing the ARIMA Model and the ARIMA Transfer Function Model on annual data for real GDP and real life insurance premium from 1964 to 2000. When incorporated as an exogenous variable in the ARIMA Transfer Function Model, the economic development was tested significant, and the model has better goodness of fit compared to the univariate ARIMA model. In the situation where the inclusion of the exogenous variables in the forecast model is considered, the economic development is proved to be an important variable to predict the demand. With smaller AIC and SBC as well as adjusted R^2 value close to 1, the ARIMA Transfer Function Model is shown to be parsimonious with good prediction power.
期刊論文
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3.陳玲慧(19991200)。壽險有效契約之成長與經濟環境之相關分析研究。保險專刊,58,92-107。new window  延伸查詢new window
4.Browne, Mark J.、Kim, Kihong(1993)。An International Analysis of Life Insurance Demand。The Journal of Risk and Insurance,60(4),616-634。  new window
5.Outreville, J. F.(1996)。Life insurance markets in developing countries。Journal of Risk and Insurance,63(2),263-278。  new window
6.林麗珠(2004)。93年上半年壽險新契約保費收入成長4成--傳統型與投資型保單業務拉鋸戰開打。現代保險,188,66-69。  延伸查詢new window
7.郝充仁、周林毅(20040300)。壽險有效契約成長與需求相關分析之研究。臺灣銀行季刊,55(1),251-271。new window  延伸查詢new window
8.郝充仁、周林毅(2003)。壽險有效契約成長與需求相關分析之研究。樹德科技大學學報,5(2)。new window  延伸查詢new window
9.郝充仁、周林毅(20011200)。臺灣地區人壽保險需求之實證估計。壽險季刊,122,38-53。  延伸查詢new window
10.張專(2002)。每日進帳20億的台灣壽險業--九十年度壽險保險費收入評析。現代保險,164,70-73。  延伸查詢new window
11.黎曉英(2004)。壽險業每天收進30.7億其中2.4億來自投資型保單。現代保險,182,87。  延伸查詢new window
12.劉純之(19930900)。人壽保險需求之估計與模擬。保險專刊,33,87-101。new window  延伸查詢new window
13.簡宣博(19970300)。臺灣地區保險與總體經濟關係之研究。保險專刊,47,95-113。new window  延伸查詢new window
14.Babbel, D. F.(198503)。The Price Elasticity of Demand for Whole Life Insurance。The Journal of Finanae,40(1),225-239。  new window
15.Beenstock, M.、Dickinson, G.、Khajuria, S.(1986)。The determination of life premiums: An international cross-section analysis 1970-1981。Insurance Mathematics and Economics,5,261-270。  new window
16.Hofstede, Geert(1995)。Insurance as a Product of National Values。The Geneva Papers on Risk and Insurance,20(77),423-429。  new window
17.Hwang, T.(2003)。The determinants of the demand for life insurance in and emerging economy- the case of China。Managerial Finance,29(5/6),82-96。  new window
18.Browne, M. J.、Chung, J. W.、Frees, E. W.(2000)。International Property-liability Insurance Consumption。The Journal of Risk and Insurance,67(1),73-90。  new window
19.Campbell, R. A.(1980)。The Demand for Life Insurance: An Application of the Economics of Uncertainty。The Journal of Finance,35(5),1155-1172。  new window
20.Lewis, Frank D.(1989)。Dependents and the Demand for Life Insurance。The American Economic Review,79(3),452-467。  new window
21.Truett, D. B.、Truett, L. J.(1990)。The Demand for Life Insurance in Mexico and the United States: A Comparative Study。Journal of Risk and Insurance,57(2),321-328。  new window
22.Outreville, J. Francois(1990)。The economic significance of insurance markets in developing countries。Journal of Risk and Insurance,57(3),487-498。  new window
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學位論文
1.楊永寧(2002)。臺灣產出、貨幣、利率間之因果關係(碩士論文)。國立臺北大學。  延伸查詢new window
2.林彥秀(1998)。臺灣地區人壽保險業供給需求模型之建立(碩士論文)。淡江大學。  延伸查詢new window
3.范芝萍(2000)。政府規模、外貿、投資與經濟成長的因果關係--台灣之實證研究(碩士論文)。國立臺北大學。  延伸查詢new window
4.張碩芬(1993)。貨幣總計數、物價與所得關係之研究--臺灣資料之共整合關係檢定(碩士論文)。國立政治大學。  延伸查詢new window
5.梁志民(1996)。總體經濟數列因果關係與模型涵蓋原則之估計與檢定:非恆定完全修正向量自迴歸之方法與應用(博士論文)。國立政治大學。new window  延伸查詢new window
6.梁毓郡(1996)。因果理論與貨幣所得因果關係之實證研究(碩士論文)。淡江大學。  延伸查詢new window
7.陳秀齡(2002)。台灣地區壽險保費收入與總體經濟因素之關係向量自我相關迴歸分析(碩士論文)。逢甲大學。  延伸查詢new window
8.賴昆崙(2002)。壽險需求實證分析---以雲嘉地區為例(碩士論文)。國立中正大學。  延伸查詢new window
9.謝美玲(1992)。臺灣地區貨幣供給、物價與所得之長期關係-共整合分析之應用(碩士論文)。國立中興大學。  延伸查詢new window
圖書
1.Delurgio, S. A.(1998)。Forecasting Principles and Applications。New York:McGraw-Hill。  new window
2.Yaffee, R.、Monnie, M.(2000)。Introduction to Time Series Analysis and Forecasting with Application Of SAS and SPSS。Academic Press。  new window
3.Tsay, R. S.(2002)。Analysis of financial time series。New York:Wiley Inter-Science。  new window
4.周文賢(2000)。計量經濟與時間序列分析--SAS/ETS之運用。  延伸查詢new window
5.Wilson, H. J.、Barry, K.(2002)。Business Forecasting with Accompanying Excel-Based Forecast X TM Software。McGraw Hill。  new window
6.Box, George E. P.、Jenkins, Gwilym M.、Reinsel, Gregory C.(1994)。Time Series Analysis: Forecasting and Control。San Francisco, CA:Holden-Day。  new window
7.吳柏林(1995)。時間數列分析導論。華泰文化事業股份有限公司。  延伸查詢new window
 
 
 
 
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