寿险公司退保流动性风险管理研究

发布时间：2018-10-13 08:13

【摘要】：近些年来,寿险退保一直是影响我国寿险业快速良好发展的一个问题。所谓退保是指在保险保单合同尚未完全履行时,被保险人或保单持有人申请解除保险双方根据合同所确立的法律关系,保险公司根据相关法律规定及保险合同的约定向保户退还保单现金价值的行为。当发生大规模的集中退保时,要求寿险公司向投保人支付大量退保金,如果寿险公司没有足够的现金或及时筹措资金的能力,则可能发生流动性风险。因此,对于寿险公司而言,分析把握退保影响因素,采取相应的资产负债管理策略,以防范退保流动性风险,对其保持经营稳定,维护声誉,提高市场竞争力具有重要的现实意义。本文共分为六个部分。第一部分阐述了研究背景、研究意义、研究思路与研究方法,归纳总结了国内外相关文献观点。第二部分概述了寿险公司流动性风险管理理论,包括流动性风险的概念、表现形式以及流动性风险管理的目标与手段。第三部分包括两个方面的内容,首先从总量、主体、空间三个维度概括了我国寿险退保的现状；其次从投保人、寿险公司以及宏观经济环境层面分析了寿险退保的影响因素。第四部分分别从现金流入和资产变现两个角度对寿险公司退保流动性风险的形成机理进行了分析。第五部分基于退保影响因素及退保形成机理,从负债与资产两个方面提出了寿险公司流动性风险管理策略选择建议。负债策略包括优化产品结构、提高定价合理性、修正保单条款和创新营销模式；资产策略包括实行保险资产证券化、加强投资管理。第六部分从品牌建设、退保现金流压力测试开展以及人员素质提高等三方面提出了寿险公司防范退保流动性风险的其他对策建议。
[Abstract]:In recent years, life insurance withdrawal has been a problem affecting the rapid and good development of life insurance industry in China. The so-called withdrawal of insurance means that when the insurance policy contract has not been fully fulfilled, the insured or the policy holder applies for the dissolution of the legal relationship established by the two parties in accordance with the contract. The return of the cash value of the policy to the insured in accordance with the relevant legal provisions and the agreement of the insurance contract. Life insurance companies are required to pay a large amount of refunds to policy holders when a large scale of centralized withdrawal occurs. If the life insurance companies do not have sufficient cash or the ability to raise funds in time, liquidity risks may occur. Therefore, for life insurance companies, it is necessary to analyze and grasp the influencing factors and adopt the corresponding asset and liability management strategies to guard against the liquidity risk, to maintain the business stability and to maintain the reputation. Improving market competitiveness has important practical significance. This paper is divided into six parts. The first part describes the research background, research significance, research ideas and research methods, and summarizes the domestic and foreign related literature views. The second part summarizes the theory of liquidity risk management of life insurance companies, including the concept of liquidity risk, its manifestation and the objectives and means of liquidity risk management. The third part includes two aspects: firstly, it summarizes the current situation of life insurance withdrawal from three dimensions of total amount, main body and space; secondly, it analyzes the influencing factors of life insurance withdrawal from the aspects of policy holder, life insurance company and macro-economic environment. In the fourth part, the forming mechanism of the liquidity risk of life insurance company is analyzed from the two angles of cash inflow and asset realization. In the fifth part, based on the influencing factors and the formation mechanism, the author puts forward some suggestions on the choice of liquidity risk management strategy for life insurance companies from the aspects of liabilities and assets. Liability strategy includes optimizing product structure, improving pricing rationality, revising policy terms and innovating marketing model, and asset strategy includes carrying out securitization of insurance assets and strengthening investment management. The sixth part puts forward other countermeasures and suggestions on how to prevent the liquidity risk of the life insurance company from three aspects: brand construction, cash flow stress test and personnel quality improvement.
【学位授予单位】：兰州大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F842.3;F272.3

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