保险公司偿付能力恶化预测研究A Positive Research on China Insurance Company Insolvency
吕长江;周县华;杨家树;
摘要(Abstract)：
文章在分析公司财务预测研究方法应用前提的基础上,运用MDA模型和Logistic线性回归模型预测方法对我国保险公司偿付能力恶化进行预测研究。结果表明两个主流模型均能在保险公司偿付能力恶化前1~2年较好地进行预测,但是由于两类错估率的不同,MDA模型要优于Logistic模型。
关键词(KeyWords)： 偿付能力;聚类分析;因子分析;MDA模型;Logistic模型
基金项目(Foundation): 国家自然科学基金资助项目(70272005,70572029);; 教育部新世纪优秀人才培养计划资助。
作者(Author): 吕长江;周县华;杨家树;
Email:
DOI: 10.16538/j.cnki.jfe.2006.10.008
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