基于ERM理论的财产保险公司风险预警研究
发布时间：2018-11-02 15:38
【摘要】：财产保险公司的盈利模式是通过聚拢风险分散风险来获取合理的利润。因此,风险管理能力始终是财产保险公司的核心竞争力。全面风险预警系统作为风险管理的其中一环,具有重要的现实意义。 本文拟从财产保险公司全面风险预警系统为切入点,系统的分析某财产保险公司当前面临的风险状况。并分析其风险类型、风险特点及风险成因。重点阐述在COSO-ERM框架下某财险公司如何识别风险,分析风险和化解风险。以COSO-ERM理论为基础,设计适合目前某财险公司风险状况的全面风险预警指标体系。 在全面风险分析的基础上,对某财险公司全面风险预警系统,提出适合该公司经营实际情况的建议。适度增强公司的业务能力,加强偿付能力和资产管理能力的管理,并建议将有限的管理资源合理配置给对自留保费管理、责任准备金管理和成本管理方面的风险,以实现风险预警和风险管控的最佳效用。 基于目前国际上流行的全面风险管理(ERM)理念,依照社会上普遍所能接受的企业风险预警原理,构建某财产保险公司全面风险预警系统。按照“定义预警目标-识别风险要素-设计预警指标-设计预警模型”的基本结构。首先对调查问卷收集的数据和该财险公司的财务报表数据进行处理。依次运用离差法、主成分分析方法、模糊综合评估法对其进行风险评估,获得历史年度综合风险预警值,并分别对其结果进行统计检验。最后获得有效的全面风险预警指标系统帮助财产保险公司进行风险预警。
[Abstract]:The profit model of property insurance company is to obtain reasonable profit by collecting risk and dispersing risk. Therefore, risk management ability has always been the core competitiveness of property insurance companies. As an important part of risk management, comprehensive risk early warning system has important practical significance. This paper intends to analyze the current risk situation of a property insurance company from the point of view of the comprehensive risk warning system of the property insurance company. And analyzes its risk type, risk characteristics and risk causes. This paper focuses on how to identify risks, analyze risks and resolve risks in a property insurance company under the framework of COSO-ERM. Based on COSO-ERM theory, a comprehensive risk early warning index system is designed, which is suitable for the risk situation of a property insurance company at present. On the basis of comprehensive risk analysis, the paper puts forward some suggestions on the comprehensive risk early warning system of a certain property insurance company in accordance with the actual operating conditions of the company. To strengthen the business ability of the company, strengthen the management of solvency and asset management ability, and recommend that the limited management resources should be allocated to the risk of keeping premium management, liability reserve management and cost management, To achieve the best effectiveness of risk early warning and risk management. Based on the concept of comprehensive risk management (ERM) which is popular in the world at present and according to the principle of enterprise risk warning which is generally accepted in the society, a comprehensive risk early warning system for a certain property insurance company is constructed. According to the basic structure of "defining early warning target-identifying risk elements-designing early warning index-designing early warning model". Firstly, the data collected by the questionnaire and the financial statement data of the insurance company are processed. In turn, the deviation method, principal component analysis method and fuzzy comprehensive evaluation method are used to evaluate the risk, and the comprehensive risk early warning value of historical year is obtained, and the results are statistically tested. Finally, an effective comprehensive risk early warning index system is obtained to help property insurance companies to carry out risk early warning.
【学位授予单位】：浙江工业大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F842.3;F272.3
本文编号：2306209
[Abstract]:The profit model of property insurance company is to obtain reasonable profit by collecting risk and dispersing risk. Therefore, risk management ability has always been the core competitiveness of property insurance companies. As an important part of risk management, comprehensive risk early warning system has important practical significance. This paper intends to analyze the current risk situation of a property insurance company from the point of view of the comprehensive risk warning system of the property insurance company. And analyzes its risk type, risk characteristics and risk causes. This paper focuses on how to identify risks, analyze risks and resolve risks in a property insurance company under the framework of COSO-ERM. Based on COSO-ERM theory, a comprehensive risk early warning index system is designed, which is suitable for the risk situation of a property insurance company at present. On the basis of comprehensive risk analysis, the paper puts forward some suggestions on the comprehensive risk early warning system of a certain property insurance company in accordance with the actual operating conditions of the company. To strengthen the business ability of the company, strengthen the management of solvency and asset management ability, and recommend that the limited management resources should be allocated to the risk of keeping premium management, liability reserve management and cost management, To achieve the best effectiveness of risk early warning and risk management. Based on the concept of comprehensive risk management (ERM) which is popular in the world at present and according to the principle of enterprise risk warning which is generally accepted in the society, a comprehensive risk early warning system for a certain property insurance company is constructed. According to the basic structure of "defining early warning target-identifying risk elements-designing early warning index-designing early warning model". Firstly, the data collected by the questionnaire and the financial statement data of the insurance company are processed. In turn, the deviation method, principal component analysis method and fuzzy comprehensive evaluation method are used to evaluate the risk, and the comprehensive risk early warning value of historical year is obtained, and the results are statistically tested. Finally, an effective comprehensive risk early warning index system is obtained to help property insurance companies to carry out risk early warning.
【学位授予单位】：浙江工业大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F842.3;F272.3
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1 郑彦;基于ERM理论的财产保险公司风险预警研究[D];浙江工业大学;2014年
，本文编号：2306209
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