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中国寿险业最低偿付能力额度要求研究 被引量:2

Study on the Requirement of the Minimum So lvency Margin of Life Insurance Industry of China
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摘要 分析我国现行寿险业偿付能力额度标准理论,探讨现行标准的审慎性,并根据修正后的寿险业偿付能力额度的理论模型,采用中国寿险保险市场的历史数据进行了实证分析。 Based on the literature review of the requirement of the solvency margin of life insurance industry in China, the preciseness of present standards has been analyzed. Using revised model of minimum solvency margin, empirical analysis with statistic data has been done in the paper.
作者 占梦雅
出处 《财经理论与实践》 CSSCI 北大核心 2007年第4期24-27,共4页 The Theory and Practice of Finance and Economics
关键词 寿险 最低偿付能力额度 审慎性 Life Insurance The Minimum Solvency Margin Preciseness
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参考文献4

  • 1中国保险监管委员会.保险公司偿付能力额度及监管指标管理规定[R].2003.
  • 2占梦雅.中国非寿险业法定偿付能力额度标准的合理性分析与实证分析[J].财经理论与实践,2006,27(2):51-54. 被引量:11
  • 3The English Working Party in Solvency(1984),The Solvency of Life Insurance Companies[OL].The Institute and Faculty of Actuaries.www.actuaries.org.uk.
  • 4Compagne,C.(1961),Minimum standards of solvency for insuratlce companies[R].Verzekerings-Archief,volume 4,p4-p30.

二级参考文献5

  • 1Compagne,C.Minimum Standards of solvency for insurance firms-Report of the ad hoc Working Party on Minimum Standards of Solvency[J].OEEC,TP/AS(61) 1,1961.
  • 2De.Wit.G.W.and Kastelijn,W.M.The solvency margin in non-life insurance companies,the solvency margin in non-life insurance companies[J].Austin Bulletin Ii,1980,(136).
  • 3De Mori,B.Possibilite d'Etude des indices de Solvabilite acceptables pour le calcul d' unemarge minimum de solvabilite des enterprises d'assurance contre les dommages[J].Austin Bulletin,1965,(3):286.
  • 4Daykin,C.D.The development of concepts of adequacy and solvency in non-life insurance in the EEC[J].Transactions of the 22 -th International congress of Actuaries,1984,5:299.
  • 5First Council Directive of 24 July 1973 on the Coordination of laws,Regulations and adiministrative provisions relating to the taking -up and pursuit of the business of direct insurance other than life assurance[J].(73/239/EEC) Official Journal of the European Communities No L228 16.8.1973 p3.

共引文献10

同被引文献19

  • 1叶五一,缪柏其,吴振翔.基于Bootstrap方法的VaR计算[J].系统工程学报,2004,19(5):528-531. 被引量:19
  • 2王晓军.国外寿险偿付能力监管体系及其对中国的启示[J].统计与决策,2006,22(10):111-113. 被引量:4
  • 3行瑞.寿险公司偿付能力的综合评价[J].统计与信息论坛,2007,22(4):64-69. 被引量:2
  • 4中国保监会.关于实施《保险公司偿付能力管理规定》有关事项的通知[R].2008.
  • 5Browne J., Carson M., Hoyt E. Economic and Market Predictors of Insolvencies in the Life -health Insurance Industry [J] . The Journal of Risk and Insurance, 1999, 66 (4) :643-659.
  • 6Campagne C. Minimum Standards of Solvency for Insurance Firms [J] . Reported of the Adhoc Working Party on Minimum Standards of Solvency, OEEC,TI¥AS, 1961.
  • 7Campagne C., B.H. De Jongh, J.N. Smit. Contribution to the Mathematical Theory of the Stabilization Reserve and the Net Retention in Fire Insurance [J] . S-GravenhageRRijksuitgeverij, 1947.
  • 8Campagne c., van der Loo, AJ. Y ntema Contribution to the Method of Calculating the Stabilization Reserve in Life Assurance Business m Gedenboek Verzekeringskamer, 1948.
  • 9CEIOPS. EIOPA Report on the Fifth Quantitative Impact Study (QIS5}[R] . 2011.
  • 10COM (2002a). Directive 2002113/EC of the European Parliament and of the Council of March 5 Amending Council Directive 73/239/EEC as Regards the Solvency Margin Requirements for Non -life Insurance Undertakings[R).2002.

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