摘要
基于Campagne模型,利用中国非寿险业2011-2015年公开披露信息数据,对我国中小型财险公司保险风险最低资本标准进行测算。同时对比2015年偿二代指标下保险风险最低资本占净自留保费比例的数据,得出我国中小型财险公司面临较高的综合成本率与保险风险问题的结论。现行偿二代制度在量化保险风险过程中具有更好差异化风险的优越性,但较低评估中小型财险公司实际偿付能力。并针对中小型财险公司提高自身偿付能力与行业偿付能力监管效率提高的要求,提出了相关建议。
Based on the Campagne model, this paper makes use of the public disclosure of information data from China＇ s non life insurance industry in 2011 2015 to measure the minimum capital risk of China＇ s small and medium sized property and casualty insurance companies. At the same time, the data of the ratio of the mini mum capital of insurance risk to the net self retained premium under the second generation compensation index in 2015 were compared;it can be found that the high comprehensive cost and insurance risk problems are faced by small and medium sized property and casualty insurance companies in China. The current second generation compensation system has the advantage of better differentiated risks in the process of quantifying insurance risks, but it is low in evaluating the actual solvency of small and medium sized property insurance companies. This paper puts forward some suggestions for small and medium sized property insurance companies to improve their own sol vency and improve the efficiency of industry solvency supervision.
作者
邹亚宝
苏秋虹
ZOU Yabao;SU Qiuhong(School of Finance,Guangdong University of Foreign Studies,Guangzhou,Guangdong 510006,China)
出处
《金融教育研究》
2018年第5期40-49,共10页
Research of Finance and Education
基金
中国保监督会2017年度课题"我国中小型财险公司保险风险最低资本标准测算研究"
关键词
Campagne模型
保险风险
最低资本
中小型财险公司
Campagne model
insurance risk
minimum capital
small and medium - sized property insurancecompanies
