保险公司操作风险损失分布量化及其应用

发布时间：2018-03-19 21:35

本文选题：操作风险　切入点：损失分布　出处：《保险研究》2017年02期 　论文类型：期刊论文

【摘要】：为探讨适合我国保险公司操作风险量化模型应用,本文尝试使用损失分布法对操作风险损失分布进行量化研究,并运用案例对某保险公司操作风险损失数据取得经验分布,寻找损失数据的规律,评估其风险影响程度,并使用该模型进行风险监控,有助于保险公司对未来风险及时防范。国内保险公司可以积极尝试建立本公司操作风险损失数据库,并探索操作风险数据量化分析模型,有助于提高公司操作风险管理水平,提升决策的科学性和稳健性。
[Abstract]:In order to explore the application of operational risk quantification model for insurance companies in China, this paper attempts to use the loss distribution method to quantify the operational risk loss distribution, and applies a case to obtain empirical distribution of operational risk loss data of an insurance company. Looking for the law of loss data, evaluating the degree of risk influence, and using this model to monitor risk can help the insurance company to prevent the future risk in time. The domestic insurance company can actively try to establish the risk loss database of the company. The quantitative analysis model of operational risk data can help to improve the level of operational risk management and enhance the scientificity and robustness of decision-making.
【作者单位】：中国人寿保险股份有限公司资产管理部;中国社会科学院金融研究所;南开大学保险系;
【分类号】：F842.3

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