本文選題：操作風(fēng)險　切入點：損失分布　出處：《保險研究》2017年02期 　論文類型：期刊論文

【摘要】：為探討適合我國保險公司操作風(fēng)險量化模型應(yīng)用,本文嘗試使用損失分布法對操作風(fēng)險損失分布進行量化研究,并運用案例對某保險公司操作風(fēng)險損失數(shù)據(jù)取得經(jīng)驗分布,尋找損失數(shù)據(jù)的規(guī)律,評估其風(fēng)險影響程度,并使用該模型進行風(fēng)險監(jiān)控,有助于保險公司對未來風(fēng)險及時防范。國內(nèi)保險公司可以積極嘗試建立本公司操作風(fēng)險損失數(shù)據(jù)庫,并探索操作風(fēng)險數(shù)據(jù)量化分析模型,有助于提高公司操作風(fēng)險管理水平,提升決策的科學(xué)性和穩(wěn)健性。
[Abstract]:In order to explore the application of operational risk quantification model for insurance companies in China, this paper attempts to use the loss distribution method to quantify the operational risk loss distribution, and applies a case to obtain empirical distribution of operational risk loss data of an insurance company. Looking for the law of loss data, evaluating the degree of risk influence, and using this model to monitor risk can help the insurance company to prevent the future risk in time. The domestic insurance company can actively try to establish the risk loss database of the company. The quantitative analysis model of operational risk data can help to improve the level of operational risk management and enhance the scientificity and robustness of decision-making.
【作者單位】： 中國人壽保險股份有限公司資產(chǎn)管理部;中國社會科學(xué)院金融研究所;南開大學(xué)保險系;
【分類號】：F842.3

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