风险冲击、保险保障与中国宏观经济波动

发布时间：2018-03-28 18:05

本文选题：财产损失概率冲击　切入点：健康损失概率冲击　出处：《金融研究》2017年06期

【摘要】：本文建立同时包含财产与健康风险以及保险保障因素的DSGE模型体系,分析了财产与健康风险及保险对中国经济波动的解释能力,及其对宏观经济波动的影响,并尝试在动态随机一般均衡框架下研究风险因素的预期冲击对经济波动的影响。研究发现:(1)保险制度的存在可以降低风险冲击对经济波动的影响程度,将主要宏观经济变量的波动变得更加缓和;(2)降低保险赔付的免赔率以及财产与健康风险造成的损失程度,以及增加保险市场有效竞争均可有效缓解经济波动;(3)财产损失概率冲击的当期非预期冲击对经济波动的影响较强,健康损失概率冲击的预期冲击对各宏观经济变量的影响较强。同时建立同时包含资本和劳动的模型,并未改变保险制度存在可以降低风险冲击对经济波动影响程度的结论。
[Abstract]:This paper establishes a DSGE model system that includes property and health risk as well as insurance protection factors, and analyzes the ability of property and health risk and insurance to explain the fluctuation of Chinese economy, and its influence on macroeconomic fluctuation. And try to study the impact of the expected impact of risk factors on economic fluctuations under the framework of dynamic stochastic general equilibrium. The study found that the existence of the insurance system can reduce the impact of risk shocks on economic fluctuations. Reducing the rate of loss of insurance payments and the loss of property and health risks, And the increase of effective competition in the insurance market can effectively mitigate the economic fluctuations. (3) the impact of the unanticipated impact of the probability impact of property losses on economic fluctuations is stronger. The expected impact of the health loss probability shock has a strong impact on the macroeconomic variables. At the same time, the establishment of a model that includes both capital and labor does not change the conclusion that the existence of insurance system can reduce the impact of risk shocks on economic fluctuations.
【作者单位】：南开大学金融学院;
【基金】：中央高校基本科研业务费专项资金项目资助
【分类号】：F124;F224;F842.6

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