Prediction of Insolvency in Chinese Life Insurers Using Logit Model

被引:0
|
作者
Wang Yan
Yan Jing-ya
机构
关键词
Insolvency; Prediction; Life insurer; Logit model; PROPERTY-LIABILITY INSURANCE; INDUSTRY;
D O I
暂无
中图分类号
C [社会科学总论];
学科分类号
03 ; 0303 ;
摘要
We investigated variables which are statistically significant to insolvency of Chines life insurers using Logit model. The empirical findings indicate that we can predict the insolvency of life insurers through observing the operating leverage, rate of premium scale, premium growth rate, the ratio of total reserve to equity, the growth rate of premium, net premium growth rate which are statistically significant to the insolvency of Chinese life insurers. We will consider the admitted assets and liabilities and cash flows in further research.
引用
收藏
页码:270 / 275
页数:6
相关论文
共 50 条
  • [1] A study of financial insolvency prediction model for life insurers
    Hsiao, Shu-Hua
    Whang, Thou-Jen
    [J]. EXPERT SYSTEMS WITH APPLICATIONS, 2009, 36 (03) : 6100 - 6107
  • [2] Insolvency Prediction Model Using Artificial Neural Network for Malaysian General Insurers
    Chiet, Ng Shu
    Jaaman, Saiful Hafizah
    Ismail, Noriszura
    Shamsuddin, Siti Mariyam
    [J]. 2009 WORLD CONGRESS ON NATURE & BIOLOGICALLY INSPIRED COMPUTING (NABIC 2009), 2009, : 583 - +
  • [3] INSOLVENCY RISK PREDICTION USING THE LOGIT AND LOGISTIC MODELS: SOME EVIDENCES FROM ROMANIA
    Dinca, Gheorghita
    Baba, Mirela Camelia
    Dinca, Marius Sorin
    Dauti, Bardhyl
    Deari, Fitim
    [J]. ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, 2017, 51 (04): : 139 - 157
  • [4] USING BEST RATINGS IN LIFE INSURER INSOLVENCY PREDICTION
    AMBROSE, JM
    CARROLL, AM
    [J]. JOURNAL OF RISK AND INSURANCE, 1994, 61 (02) : 317 - 327
  • [6] CORPORATE BANKRUPTCY AND INSOLVENCY PREDICTION MODEL
    Voda, Alina Daniela
    Dobrota, Gabriela
    Tirca, Diana Mihaela
    Dumitrascu, Danut Dumitru
    Dobrota, Dan
    [J]. TECHNOLOGICAL AND ECONOMIC DEVELOPMENT OF ECONOMY, 2021, 27 (05) : 1039 - 1056
  • [7] PREDICTION OF DEFAULT PROBABILITY FOR CONSTRUCTION FIRMS USING THE LOGIT MODEL
    Tserng, H. Ping
    Chen, Po-Cheng
    Huang, Wen-Haw
    Lei, Man Cheng
    Tran, Quang Hung
    [J]. JOURNAL OF CIVIL ENGINEERING AND MANAGEMENT, 2014, 20 (02) : 247 - 255
  • [8] Analysis and prediction of insolvency in the property-liability insurance industry: A comparison of logit and hazard models
    Lee, SH
    Urrutia, JL
    [J]. JOURNAL OF RISK AND INSURANCE, 1996, 63 (01) : 121 - 130
  • [9] Prediction of Driver Action at Signalized Intersections by Using a Nested Logit Model
    Gates, Timothy J.
    Savolainen, Peter T.
    Maria, Honey-Um
    [J]. TRANSPORTATION RESEARCH RECORD, 2014, (2463) : 10 - 15
  • [10] Impacts of Insurers' Financial Insolvency on Non-Life Insurance Companies' Profitability: Evidence from Bangladesh
    Siddik, Md Nur Alam
    Hosen, Md Emran
    Miah, Md Firoze
    Kabiraj, Sajal
    Joghee, Shanmugan
    Ramakrishnan, Swamynathan
    [J]. INTERNATIONAL JOURNAL OF FINANCIAL STUDIES, 2022, 10 (03):