基于贝叶斯网络的保险公司操作风险度量分析

发布时间：2018-02-02 14:36

本文关键词： 保险公司操作风险贝叶斯网络评估　出处：《青岛大学》2017年硕士论文　论文类型：学位论文

【摘要】：风险管理已经成为保险公司的生命线和核心竞争力,科学地进行风险防范是保险公司稳健经营的前提,也是资金成本管理的最佳手段。相对于保险风险、信用风险、市场风险,保险公司对操作风险的管理仍缺乏有效手段。利用历史文献、问卷调查和头脑风暴等方法获得保险公司操作风险的影响因素指标:承包人经验、估损人经验、权力下放、业务量、低频损失理算、随机检查、理赔控制水平、核保控制水平、欺诈检测、经济周期、骗赔等11个主要分析指标以及金融政策、保险政策、员工意识、领导意识、位置变化、范围变化等6个衍生指标。利用贝叶斯网络模型,通过使用GeNIE2.0软件对调查问卷中的数据值进行分析计算,在贝叶斯网络模型的概率计算过程中,获得保险公司操作风险的最大致因链:承保人经验、业务量、骗赔、金融政策、保险政策、估损人经验、随机检查、行业类型等8个影响因素,即最有可能造成操作风险的影响因素。通过最大致因链,构建出保险公司操作风险控制体系。利用A财险杭州分公司的陵园投保案例,基于构建的贝叶斯网络模型,得出保险公司操作风险的防范方案和对策。证明贝叶斯网络模型可以帮助保险公司确定影响操作风险的主要因素,以此帮助保险公司进行操作风险防范。
[Abstract]:The risk management of insurance companies has become the lifeline and core competitiveness, to carry out scientific risk prevention is a prerequisite for the sound operation of the insurance company, is the best means of capital cost management. Compared with the insurance risk, credit risk, market risk, operational risk management of insurance companies is still lack of effective means. By using historical literature, influencing factors questionnaire investigation and brainstorming method to obtain the operation risk of insurance companies: contractor experience, claims assessor experience, decentralization, business volume, low loss adjusters, random inspection, claims control level, control level of underwriting, fraud detection, economic cycle, fraud and other 11 major indexes and financial policy, insurance policy, staff awareness, sense of leadership, position change, changes in the scope of the 6 derivatives index. By using the Bias network model, by using GeNIE2.0 software on the questionnaire in the number According to the value calculated in probabilistic Bayesian network model in the process of calculation, get the operation risk of insurance companies the biggest cause chain: the insurer experience, the volume of business, fraud, financial policy, insurance policy, claims assessor experience, random checks, 8 film industry type and other factors, that is the most likely impact the operational risk factors. The biggest cause of chain, construct the risk control system of insurance company insured by A case. The cemetery property insurance company of Hangzhou branch, a Bayesian network model based on the construction, prevention scheme and countermeasure that the operational risk of insurance companies. The main factors of the Bayesian network model can help the insurance company to determine the influence of operational risk proof, in order to help insurance companies operating risk prevention.

【学位授予单位】：青岛大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F842.3

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