基于AHP-灰色聚类的保险公司投资风险评价

发布时间：2018-05-09 04:39

本文选题：层次分析法 + 灰色聚类法　；参考：《华北水利水电大学》2016年硕士论文

【摘要】：近些年来,社会和经济的快速发展,城市人口膨胀并高度集中,人类因灾害而产生的威胁和损失正在不断增加,需要引起人们的高度关注。灾害已成为严重制约国际社会持续发展的重要因素,并直接威胁着人类的生存和发展。保险公司是一个专业的金融机构,该机构的主要职能是经营管理灾害风险。本文以保险公司投资风险为研究对象,对保险公司投资风险进行风险分析,为保险公司降低或规避风险提供理论依据。本文对保险公司投资所涉及的风险因素进行分析,研究方法采用层次分析法与灰色聚类法相互结合的方法。根据对保险公司风险因素的研究,建立投资风险评价指标体系,首先,运用层次分析法(AHP)计算各个指标因素的权重,接着运用灰色聚类法进行灰色聚类分析,计算得到各个指标因素的风险值。通过分析可知该保险公司投资风险等级为“中等”,市场层面风险应该被该保险公司高度重视,并加强对市场竞争风险的调查分析。对于可能影响到市场层面风险的各个指标因素,应该在保险公司投资未实施之前尽可能的处理。本文的研究结果可以使保险公司降低或者避免风险损失,进而保护保险公司的自身利益和被保险人的利益不受损失。
[Abstract]:In recent years, with the rapid development of society and economy, the urban population is expanding and highly concentrated, and the threat and loss caused by human disasters are increasing, which needs people's attention. Disaster has become a serious constraint on the sustainable development of the international community and a direct threat to the survival and development of mankind. Insurance company is a professional financial institution whose main function is to manage disaster risk. This article takes the investment risk of insurance company as the research object, carries on the risk analysis to the insurance company investment risk, provides the theoretical basis for the insurance company to reduce or evade the risk. In this paper, the risk factors involved in the investment of insurance companies are analyzed. The analytic hierarchy process (AHP) and the grey clustering method are used to study the risk factors involved in the investment of insurance companies. Based on the study of risk factors of insurance companies, the evaluation index system of investment risk is established. Firstly, the weight of each index factor is calculated by using AHP (Analytic hierarchy process), and then the grey cluster analysis is carried out by using grey clustering method. Calculate the risk value of each index factor. Through the analysis, we can know that the investment risk grade of the insurance company is "medium", the risk in the market level should be attached great importance to by the insurance company, and the investigation and analysis of the market competition risk should be strengthened. The factors that may affect the risk at the market level should be dealt with as far as possible before the investment of the insurance company is implemented. The research results of this paper can make the insurance company reduce or avoid the risk loss, and then protect the insurance company's own interests and the insured's interests from the loss.
【学位授予单位】：华北水利水电大学
【学位级别】：硕士
【学位授予年份】：2016
【分类号】：F842.3

【相似文献】