發(fā)布時(shí)間：2018-01-16 03:29

  本文關(guān)鍵詞：個(gè)人消費(fèi)貸款保證保險(xiǎn)違約風(fēng)險(xiǎn)的實(shí)證研究　出處：《浙江工商大學(xué)》2017年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 消費(fèi)貸款保證保險(xiǎn) 違約風(fēng)險(xiǎn) 逐步判別分析法

【摘要】：20世界90年代以來,信用卡消費(fèi)、個(gè)人汽車貸款、耐用消費(fèi)品貸款、助學(xué)貸款、住房按揭貸款等個(gè)人消費(fèi)貸款業(yè)務(wù)陸續(xù)開辦。伴隨著居民收入水平的提高和消費(fèi)觀念的轉(zhuǎn)變,我國消費(fèi)信貸規(guī)模逐步攀升。2014年8月國務(wù)院發(fā)布的《關(guān)于加快發(fā)展現(xiàn)代保險(xiǎn)服務(wù)業(yè)的若干意見》(簡稱“新國十條”)中也明確提出:“積極發(fā)展個(gè)人消費(fèi)貸款保證保險(xiǎn),釋放居民消費(fèi)能力”。在經(jīng)濟(jì)形式和國家倡導(dǎo)的雙重推動(dòng)下,各大保險(xiǎn)公司紛紛利用各自優(yōu)勢進(jìn)入消費(fèi)信貸領(lǐng)域,個(gè)人消費(fèi)貸款保證保險(xiǎn)業(yè)務(wù)成為熱點(diǎn)。個(gè)人消費(fèi)貸款保證保險(xiǎn)的原理就是將保險(xiǎn)服務(wù)嵌入消費(fèi)或貸款的過程中,以為借款人提供保證保險(xiǎn)的方式,保障出資人的資金安全。個(gè)人消費(fèi)貸款保證保險(xiǎn)的應(yīng)用,將市場中的信用風(fēng)險(xiǎn)轉(zhuǎn)移至保險(xiǎn)公司,即由保險(xiǎn)公司承擔(dān)借款人未還款的風(fēng)險(xiǎn)。但是基于目前國內(nèi)征信體系不健全,消費(fèi)貸款保證保險(xiǎn)相關(guān)法律法規(guī)不完善的情況下,消費(fèi)貸款的風(fēng)險(xiǎn)暴露問題十分突出。尤其是投保人不履行還款義務(wù)的違約和被保險(xiǎn)人道德風(fēng)險(xiǎn)的加重,使得個(gè)人消費(fèi)貸款保證保險(xiǎn)的違約風(fēng)險(xiǎn)問題異常嚴(yán)峻。所以對(duì)于保險(xiǎn)公司而言,有必要最大程度的獲取客戶信息,利用現(xiàn)有數(shù)據(jù)信息甄別投保人違約的風(fēng)險(xiǎn)因素,進(jìn)而對(duì)個(gè)人消費(fèi)貸款保證保險(xiǎn)實(shí)現(xiàn)有效的風(fēng)險(xiǎn)管理。本文首先從個(gè)人消費(fèi)貸款保證保險(xiǎn)基礎(chǔ)概念和特征出發(fā),然后結(jié)合現(xiàn)狀探討其在發(fā)展過程中所遇到的問題,接著對(duì)個(gè)人消費(fèi)貸款保證保險(xiǎn)的違約風(fēng)險(xiǎn)形成機(jī)理進(jìn)行分析,梳理歸納違約風(fēng)險(xiǎn)形成的因素。最后對(duì)樣本數(shù)據(jù)進(jìn)行實(shí)證分析,采用數(shù)據(jù)挖掘的方法,利用T檢驗(yàn)法、隨機(jī)森林算法和逐步判別分析法篩選變量并建立違約預(yù)測模型,得出個(gè)人消費(fèi)貸款保證保險(xiǎn)違約風(fēng)險(xiǎn)最顯著的影響因素——財(cái)務(wù)因素和行為因素。從理論和實(shí)證兩方面對(duì)個(gè)人消費(fèi)貸款保證保險(xiǎn)違約風(fēng)險(xiǎn)管理問題進(jìn)行分析,最后站在保險(xiǎn)公司視角提出發(fā)展個(gè)人消費(fèi)貸款保證保險(xiǎn)的相關(guān)建議。
[Abstract]:Since 90s, credit card consumption, personal car loans, consumer durable goods loans, student loans. Housing mortgage loans and other personal consumer loans have been opened. Along with the improvement of the income level of residents and the change of consumption concept. The scale of consumer credit in China is gradually rising. In August 2014, the State Council issued the "opinions on speeding up the Development of Modern Insurance Services" ("New National Ten articles"). In addition, it is clearly stated: "actively develop personal consumer loan guarantee insurance." Under the dual impetus of economic form and national advocacy, the major insurance companies have used their own advantages to enter the consumer credit field. The principle of personal consumer loan guarantee insurance is to embed insurance service in the process of consumption or loan to provide guarantee insurance for borrowers. The application of personal consumer loan guarantee insurance transfers the credit risk in the market to the insurance company. That is to say, the insurance company bears the risk of the borrower not paying back. But based on the current domestic credit system is not perfect, consumer loan guarantee insurance laws and regulations are not perfect. The risk exposure of consumer loan is very prominent, especially the default of the policy holder's failure to fulfill the repayment obligation and the aggravation of the insured's moral hazard. Make the personal consumer loan guarantee insurance default risk problem is very serious, so for insurance companies, it is necessary to obtain customer information to the greatest extent. Using the existing data information to identify the risk factors of policyholder default, and then to realize effective risk management of personal consumer loan guarantee insurance. Firstly, this paper starts from the basic concept and characteristics of personal consumer loan guarantee insurance. Then combined with the current situation to explore the problems encountered in the process of development, and then the personal consumer loan guarantee insurance default risk formation mechanism is analyzed. Finally, the empirical analysis of sample data, using data mining method, using T-test method. Random forest algorithm and stepwise discriminant analysis are used to screen variables and establish default prediction model. From the theoretical and empirical analysis, the author analyzes the risk management of personal consumer loan guarantee insurance default risk from two aspects: financial factors and behavioral factors, which are the most significant factors affecting the risk of breach of contract of personal consumer loan guarantee insurance. Finally, from the perspective of insurance companies put forward the development of personal consumer loan guarantee insurance recommendations.
【學(xué)位授予單位】：浙江工商大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F832.4;F126.1

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本文編號(hào)：1431378