我国保险公司非寿险业务的最低资本要求研究
发布时间：2019-02-19 09:56
【摘要】：本文研究了我国现行的保险公司非寿险业务的最低资本要求，有利于充分理解我国现行的非寿险业务的最低资本要求，明确偿付能力改革的方向，为我国保险监督管理委员会正在进行的第二代偿付能力建设工作贡献一份力量。论文首先介绍了研究对象的确定过程和选题的现实背景与意义。接着是文献综述，文献综述对相关的文献进行了分类，主要分为三类，在这一部分也阐述了对最低资本这一概念的相关理解。再接下来对我国非寿险业务的偿付能力现状进行了分析，，利用我国十三家财产保险公司2011年和2010年的资本充足率数据进行分析，同时考虑到保监会最近出台的一系列措施，提出问题：我国非寿险业务的最低资本要求是否过高？ 提出问题之后，首先，介绍了欧盟现行的非寿险业务的最低资本要求的模型，我国非寿险业务的最低资本模型与欧盟现行的非寿险业务的最低资本要求的模型一样，但是与欧盟启动的偿付能力计划Ⅱ中的非寿险业务的最低资本模型有一些区别，计算基础的不同、业务条线假设的不同以及绝对和相对上下限设置的不同。其次，通过追溯我国偿付能力监管规定的历史，得出我国非寿险业务的最低资本模型主要是Campagne模型，一个破产概率模型。接着利用中国保险年鉴中财产保险公司的数据进行了实证分析，验证了赔款基础计算出的最低资本的有效性，重新计算了保费基础的最低资本的计算比率。利用修改后的Campagne模型，计算了保费基础的最低资本的计算比率。通过对利用中国保险年鉴中财产保险公司数据得出的赔付率数据进行正态检验，发现赔付率数据服从正态分布，得出数据服从正态分布N（0.55353162，0.00601615）。通过一定的计算，得出破产概率与计算比率关系表，显示在破产概率为0.005时，计算比率为9%，我国现行的非寿险业务的保费基础的最低资本要求的计算比率明显要高，建议适当降低保费基础的最低资本计算比率。同时，为了降低最低资本要求，参照欧盟偿付能力计划Ⅱ中按业务条线分别设置校准因子的做法，建议我国保险公司非寿险业务的最低资本要求也按照业务条线进行细分，并利用同样的方法和中国保险年鉴中数据大致计算了机动车辆保险的保费基础的计算比率，破产概率0.005对应的结果为16%，建议采用此方法分别设置各业务条线的保费基础的计算比率。 本文得出结论，我国保险公司非寿险业务的最低资本要求过高，这与其他论文得出的结论不一样。因此，建议适当降低我国非寿险业务的最低资本要求，可以通过降低保费基础的最低资本计算比率的方式，也可以通过分业务条线设置保费基础的最低资本的计算比率的方式。文章最后陈述了该文的分析中存在的问题。
[Abstract]:This paper studies the minimum capital requirements of non-life insurance business of insurance companies in China, which is helpful to fully understand the minimum capital requirements of non-life insurance business in China, and to clarify the direction of solvency reform. To contribute to the second generation solvency building work being carried out by China Insurance Regulatory Commission. The paper first introduces the process of determining the research object and the realistic background and significance of the topic. Then there is the literature review, which classifies the relevant literature into three categories. In this part, it also expounds the related understanding of the concept of minimum capital. Then, the paper analyzes the solvency of non-life insurance business in China, using the capital adequacy ratio data of 13 property insurance companies in China in 2011 and 2010, and taking into account a series of measures recently issued by the Insurance Regulatory Commission. Put forward the question: is the minimum capital requirement of non-life insurance in our country too high? First of all, the model of minimum capital requirement of non-life insurance business in EU is introduced. The minimum capital model of non-life insurance business in China is the same as the model of minimum capital requirement in non-life insurance business in EU. However, there are some differences between the minimum capital model of non-life insurance business in the solvency scheme II initiated by the European Union, the difference of calculation basis, the different assumption of business line and the difference between absolute and relative upper and lower limits. Secondly, by tracing back to the history of solvency regulation in China, it is concluded that the minimum capital model of non-life insurance business in China is mainly Campagne model, a ruin probability model. Then we use the data of the property insurance company in the China Insurance Yearbook to analyze the validity of the minimum capital calculated by the indemnity basis and recalculate the calculating ratio of the minimum capital based on the premium. By using the modified Campagne model, the ratio of the minimum capital based on premium is calculated. By using the data of property insurance company in China insurance yearbook, this paper makes a normal test, finds that the data of compensation rate is from normal distribution, and obtains the data service from normal distribution N (0.55353162n 0.00601615). Through certain calculation, the relation table of ruin probability and calculation ratio is obtained. It shows that when the ruin probability is 0.005, the calculated ratio is 9, and the calculating ratio of minimum capital requirement of premium base of current non-life insurance business in our country is obviously higher. It is recommended that the minimum capital ratio of the premium base be reduced appropriately. At the same time, in order to reduce the minimum capital requirement, according to the practice of setting up calibration factor according to the line of business in the European Union solvency Plan 鈪
本文编号：2426397
[Abstract]:This paper studies the minimum capital requirements of non-life insurance business of insurance companies in China, which is helpful to fully understand the minimum capital requirements of non-life insurance business in China, and to clarify the direction of solvency reform. To contribute to the second generation solvency building work being carried out by China Insurance Regulatory Commission. The paper first introduces the process of determining the research object and the realistic background and significance of the topic. Then there is the literature review, which classifies the relevant literature into three categories. In this part, it also expounds the related understanding of the concept of minimum capital. Then, the paper analyzes the solvency of non-life insurance business in China, using the capital adequacy ratio data of 13 property insurance companies in China in 2011 and 2010, and taking into account a series of measures recently issued by the Insurance Regulatory Commission. Put forward the question: is the minimum capital requirement of non-life insurance in our country too high? First of all, the model of minimum capital requirement of non-life insurance business in EU is introduced. The minimum capital model of non-life insurance business in China is the same as the model of minimum capital requirement in non-life insurance business in EU. However, there are some differences between the minimum capital model of non-life insurance business in the solvency scheme II initiated by the European Union, the difference of calculation basis, the different assumption of business line and the difference between absolute and relative upper and lower limits. Secondly, by tracing back to the history of solvency regulation in China, it is concluded that the minimum capital model of non-life insurance business in China is mainly Campagne model, a ruin probability model. Then we use the data of the property insurance company in the China Insurance Yearbook to analyze the validity of the minimum capital calculated by the indemnity basis and recalculate the calculating ratio of the minimum capital based on the premium. By using the modified Campagne model, the ratio of the minimum capital based on premium is calculated. By using the data of property insurance company in China insurance yearbook, this paper makes a normal test, finds that the data of compensation rate is from normal distribution, and obtains the data service from normal distribution N (0.55353162n 0.00601615). Through certain calculation, the relation table of ruin probability and calculation ratio is obtained. It shows that when the ruin probability is 0.005, the calculated ratio is 9, and the calculating ratio of minimum capital requirement of premium base of current non-life insurance business in our country is obviously higher. It is recommended that the minimum capital ratio of the premium base be reduced appropriately. At the same time, in order to reduce the minimum capital requirement, according to the practice of setting up calibration factor according to the line of business in the European Union solvency Plan 鈪
本文编号：2426397
本文链接：https://www.wllwen.com/jingjilunwen/bxjjlw/2426397.html
