华东师范大学(哲学社会科学版) ›› 2010, Vol. 42 ›› Issue (2): 83-88.

• ●金融问题探讨 • 上一篇    下一篇

基于因子分析和聚类分析的寿险公司财务评价

周延1 郭建林2   

  1. 1.华东师范大学国际金融与风险管理研究中心/华东师范大学金融与统计学院,上海 200241；2.山东大学经济学院,济南,250100
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2010-03-25 发布日期:2010-03-25
  • 通讯作者: 周延1 郭建林2

Finance Evaluation of Life Insurance Company Based on the Factor and Cluster Analysis

ZHOU Yan1, GUO Jian-lin   

  1. 1.Research center of international finance and risk management East China Normal University; School of Finance and Statistics East China Normal University, Shanghai 200241,P. R. China; 2.School of Economics Shandong University, Jinan 250100,P. R. China
  • Received:1900-01-01 Revised:1900-01-01 Online:2010-03-25 Published:2010-03-25
  • Contact: ZHOU Yan1, GUO Jian-lin2

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被引次数

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摘要： 在后金融危机时代，人们越来越重视对金融风险的计量和管控。鉴于多元统计中的因子分析和聚类分析在评价特定系统风险水平中的客观性和科学性，将此方法引入到我国寿险公司财务系统，可以实现其系统风险评价的数量化和客观化，正确考量其财务风险状况。据此对我国寿险公司进行实证研究，并对照标准普尔(S&P)的评级体系将各自的财务状况进行分类，从而可以根据其风险因子得分有针对性地提出各类寿险公司不同的发展战略。

关键词: 因子分析, 聚类分析, 财务评价, 寿险公司

Abstract: After the finance crisis, the measure and control of finance risk is on a more important position. The factor analysis and cluster analysis in multivariate statistics are objective and scientific. In order to investigate the risk of life insurance companies justly, this paper introduces the method into its finance system and makes a quantitive and objective evaluation. At last, this paper classifies the life insurance companies by finance condition refer to S&P’s evaluation system, and puts forward different development stratagies for every type.

Key words: Factor Analysis, Cluster Analysis, Finance Evaluation, Life Insurance Company