基于经济资本的财产保险公司全面风险管理研究

发布时间：2018-06-07 22:06

本文选题：财产保险公司 + 全面风险管理　；参考：《西南财经大学》2013年硕士论文

【摘要】：财产保险公司是专业的风险管理者,著有“经济稳定器”之称。近年来,随着我国经济的快速发展,我国财产保险公司取得了傲人的成绩：财产保险保费收入持续快速增长、财产保险的深度和密度显著提高等。同时,由于财产保险公司供给主体成倍递增、保险市场开放程度越来越高,使得我国财产保险公司风险管理应接不暇,凸显风险管理不足。在如此复杂的环境下,我国财产保险公司想要获得竞争力和可持续发展机会,首要任务是强化公司的风险管理。COSO委员会颁布的企业风险管理框架为全面风险管理提供了一个一体化的体系,得到了国际上众多国家和公司的认可与采纳,并取得了很大成效。因此,首先,本文基于传统风险管理的弊端和风险管理的国际趋势,引出了全面风险管理这一概念,并结合COSO的企业风险管理整合框架,总结出全面风险管理的内容,指出我国财产保险公司施行全面风险管理的必要性。其次,本文分析了国外财产保险公司全面风险管理的应用现状,期望借鉴国外成功的实践经验,更好更快的在我国财产保险公司构建全面风险管理体系。最后,鉴于经济资本在风险度量和风险分配中的特殊作用,本文引出经济资本这一全新概念,并将其作为全新的风险管理工具,期望更好的实行全面风险管理,以最少的资本成本为公司创造最大的价值。根据研究的需要,本文共包括五个部分,这五个部分前后连接紧密。绪论部分介绍了本文的研究背景和目的、国内外研究现状和发展趋势的文献综述、研究思路和方法、论文框架和创新点；第二部分是财产保险公司全面风险管理的概述。首先介绍了我国财产保险公司传统风险管理的内容及现状；鉴于传统风险管理的不足,笔者引出了全面风险管理这一全新概念,并结合COSO的风险管理整合框架,总结出全面风险管理的内容,同时,对比分析了全面风险管理与传统风险管理的内容,指出我国财产保险公司施行全面风险管理的必要性。第三部分具体介绍了国内外财产保险公司全面风险管理的现状与问题。首先分别介绍了国内外风险管理的发展历程；接着,分析国外产险公司全面风险管理的发展与现状；再次,分析了国内产险公司全面风险管理的现状与问题；最后,通过借鉴国外成功的实践经验,得出在我国财产保险公司构建全面风险管理体系的启示。第四部分是经济资本在财产保险公司全面风险管理中的地位与作用。首先全面的介绍了经济资本的概念,并分析了其与非预期损失的关系；其次介绍了经济资本在全面风险管理的风险度量和风险分配中的功能；最后,基于经济资本的理论与功能,总结出经济资本在财产保险公司全面风险管理中的地位和作用。第五部分,分析了经济资本在我国财产保险公司全面风险管理中的应用。首先介绍了经济资本在财险公司全面风险管理中的运用原则；接着分析了经济资本在我国财险公司全面风险管理中的应用现状；最后,以理论分析为基础,从实际情况出发,提出了一些经济资本在我国财产保险公司全面风险管理中的应用对策。
[Abstract]:In recent years , with the rapid development of our country ' s economy , the property insurance company of our country has made great achievements : the property insurance premium income continues to grow rapidly , the depth and density of property insurance are obviously improved .

According to the needs of the research , the thesis consists of five parts , which are closely related to the five parts . The introduction part introduces the background and purpose of the study , the research situation and the development trend of the literature review , the research thinking and method , the thesis frame and the innovation point .

The second part is the summary of the comprehensive risk management of property insurance companies . Firstly , the contents and present situation of the traditional risk management of property insurance companies in China are introduced .
In view of the shortcomings of traditional risk management , the author brings out the new concept of comprehensive risk management , and combines the framework of risk management integration of COSO , summarizes the contents of comprehensive risk management , and analyzes the contents of comprehensive risk management and traditional risk management , and points out the necessity of comprehensive risk management of property insurance companies in our country .

The third part introduces the present situation and problems of the comprehensive risk management of property insurance companies at home and abroad . Firstly , the development course of risk management at home and abroad is introduced .
Secondly , analyze the development and present situation of comprehensive risk management of foreign insurance companies abroad ;
Thirdly , the present situation and problems of comprehensive risk management in domestic insurance companies are analyzed .
Finally , through the experience of foreign successful experience , we can draw lessons from the construction of a comprehensive risk management system in our property insurance companies .

The fourth part is the position and function of economic capital in the comprehensive risk management of property insurance company . Firstly , the concept of economic capital is introduced , and its relationship with non - expected loss is analyzed .
Secondly , the paper introduces the function of economic capital in the risk measurement and risk allocation of comprehensive risk management ;
Finally , based on the theory and function of economic capital , the status and function of economic capital in the comprehensive risk management of property insurance companies are summarized .

The fifth part analyzes the application of economic capital in the comprehensive risk management of our property insurance companies . Firstly , it introduces the application principle of economic capital in the comprehensive risk management of property insurance companies .
Secondly , the application of economic capital in the comprehensive risk management of our country ' s financial risk companies is analyzed .
Finally , based on the theoretical analysis , the paper puts forward some countermeasures for the application of economic capital in the comprehensive risk management of our property insurance companies .
【学位授予单位】：西南财经大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F842.3;F272.3

【参考文献】