非寿险业最低资本监管严苛性的国际比较

发布时间：2018-04-13 08:12

本文选题：非寿险 + 最低资本监管　；参考：《保险研究》2014年04期

【摘要】：偿付能力监管是目前保险监管的核心,制定合理的最低资本监管标准是当前监管的重中之重,也是"偿二代"需要解决的关键问题。本文以2006~2012年间的中国财险公司为样本数据,在全面考虑并进行了初步处理之后,基于比率法模型,利用拟合分布法和非参数Bootstrap法测算不同破产概率下的风险因子。并按照欧、美监管模型中的破产概率为标准计算了相同破产概率下的风险因子,从而有效地比较分析了我国现行最低资本监管标准与欧美监管的严苛程度。此外,还综合考虑监管措施,分析了监管措施与最低资本监管综合影响之后的严苛程度。经过综合分析发现,我国现行最低资本的监管要求比欧盟Solvency 0/I宽松,但是比美国RBC要求更加严格。而且,监管措施等诸多方面还有可改进之处。最后,本文为"偿二代"的建立提出了建设性的意见。
[Abstract]:Solvency supervision is the core of insurance supervision at present. It is the most important task of current supervision to establish reasonable minimum capital supervision standard, and it is also the key problem to be solved in "compensating the second generation".Based on the sample data of Chinese property insurance companies from 2006 to 2012, this paper calculates the risk factors under different ruin probability by using fitting distribution method and non-parametric Bootstrap method based on the model of ratio method after the overall consideration and preliminary processing.The risk factors under the same ruin probability are calculated according to the ruin probability in the European and American regulatory models, and the severity of the current minimum capital supervision standards in China is compared with that in Europe and the United States.In addition, considering the regulatory measures, this paper analyzes the severity of the combined effects of the regulatory measures and the minimum capital supervision.Through comprehensive analysis, it is found that China's current minimum capital regulatory requirements are looser than the EU Solvency 0 / I, but more stringent than the US RBC requirements.In addition, regulatory measures and many other aspects of the improvement.Finally, this paper puts forward constructive suggestions for the establishment of the second generation.
【作者单位】：上海财经大学金融学院;
【基金】：上海财经大学国际金融中心研究院资助
【分类号】：F842.3

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