Abstract: Based on the season data from 1999 to 2013 of nonlife insurance in China, the structure character and the correlation between insurance cycle and underwriting cycle were got by CF filter and triples tests. The results showed that, they had different length. Insurance cycle was nonsymmetry of deepness, while underwriting cycle was almost symmetry. Their correlations were obviously. Insurance cycle was opposite with underwriting cycle in n-1. Of course, they were affected by some external factors, such as GDP and interest rate. After rejecting the affect of external factors，the real cycles were got. The swing of insurance cycle decreased, while the underwriting cycle moved to left. But both of them were more symmetry and moved more synchromismly. Insurance cycle was opposite with underwriting cycle in n+8. As premium can be got very easily, we can forecast the move of underwriting cycle by the judge of insurance cycle.

摘要： 基于1999-2013年季度数据，利用CF滤波法、“三元组”检验法和多元回归比较保险周期与承保周期的关系与差异。结果表明：两者的周期长度、对称性等结构性特征均有差异，保险周期存在明显的深度型非对称性，而承保周期较规整。二者的运行波动具有明显的联动性，保险周期与滞后一期的承保周期相逆，且均受到不同外部因素的影响。在剔除外部因素的影响后，保险周期的振幅缩小，承保周期却明显左移，两者都更加对称、更加同步。

关键词: &ldquo, 三元组&rdquo, 法