Abstract: Abstract:The time series of life premium presents seasonal trait, in some degree it relates to the habit of life insurers’ the good initially of the whole year. Based on the data over the period from the 2004M8 to 2012M2，I found a SARIMA model of life insurance premium and achieve a perfect static forecast .According to the model, we can conclude that the current life insurance premium is affected by the former premiums. Basing on the model, make use of the Chow test to testify the effect of insurance accounting principle, structure adjustment and the regulations of banc assurance to the time series of life insurance premiums.

摘要： 【摘要】中国主要寿险公司2004M8～2012M2间月度保费收入时间序列存在明显的季节特征，很大程度上与寿险业坚持的“开门红”习惯有关。建立SARIMA模型，对寿险保费时间序列进行样本内预测，达到了较好效果，并发现当期寿险保费收入受以往各期的影响。在此模型基础上，利用邹检验方法验证保险会计新准则、保监会业务结构调整窗口指导和银保新政对寿险保费收入时间序列的影响，并根据验证结果，提出相关政策建议。