由于HHI和CRn在反映市场集中度方面各有优势,因此在实际应用中经常同时使用这两个指标。本文从这两个常用指标的定义出发,提出一种新的基于成分数据的市场集中度指标预测建模方法。利用该方法,不仅能预测未来时刻的HHI,同时还能预测未来的CRn,并解决了传统预测方法由于企业的市场排名变化而造成CRn中样本可能发生变化的问题。为验证该方法的有效性,文章将此方法应用于中国寿险行业的市场集中度预测,得到了满意的效果。
HHI and CRn are applied to measure market concentration, and often used together in the analysis on concentration problems. According to the definitions of these two indices, this paper proposes a new method based on the compositional data that can not only predict both of the two indices, but also solve the problem of samples change due to change of top n enterprises when forecasting future CRn using traditional predictive method. The application in the life insurance industry of China obtains pleasant results and has verified the new approach.