本文選題：盈利能力　切入點：蒙特卡洛模擬　出處：《北京工商大學》2013年碩士論文

【摘要】：作為市場經(jīng)濟的產(chǎn)物，，壽險公司繼承了一般企業(yè)追求利潤最大化的基本經(jīng)營目標。自1982年我國恢復人身險業(yè)務以來，壽險公司的保費規(guī)模和經(jīng)營效率都在逐步提高，承保業(yè)務和投資業(yè)務作為壽險公司的兩個利潤來源，在壽險公司實踐經(jīng)營活動中受到重點關注�？偟膩碚f，國內(nèi)對壽險公司盈利能力的研究還不深入，本文將結(jié)合概率統(tǒng)計理論，運用蒙特卡洛模擬方法，利用歷史經(jīng)驗數(shù)據(jù)，分析我國壽險公司利潤產(chǎn)生路徑并建立模型，模擬未來五年壽險公司盈利情況并將各考察因素對利潤產(chǎn)生的影響進行定量分析，分析我國壽險公司未來的盈利能力及主要影響因素，為提高我國壽險公司盈利能力提供參考。 結(jié)果表明:我國壽險公司在未來五年的盈利能力狀況良好，但存在一定波動;投資業(yè)務將成為未來五年壽險公司利潤的主要可能增長點，且在銀行存款、基金、證券及股權(quán)五類投資中，股權(quán)投資將對利潤的貢獻度最大；退保率對壽險公司盈利能力的影響在長期內(nèi)不顯著。對于此實證結(jié)果，作者認為應該做四個方面的努力，以改進壽險公司盈利能力。第一，進一步放寬投資渠道與投資比例，優(yōu)化投資結(jié)構(gòu)；第二，強化內(nèi)部控制與賠（給）付管理，改變壽險營銷模式；第三，加強壽險產(chǎn)品創(chuàng)新設計，提高保險服務水平，妥善處理退�，F(xiàn)象，重塑保險業(yè)形象；第四，嚴格執(zhí)行保險監(jiān)督管理委員會“防風險、促發(fā)展”的決策部署，脫掉“虛盈利”的華麗外衣，警惕新主體快速盈利下的風險。
[Abstract]:As the product of market economy, life insurance company inherits the basic business goal of seeking profit maximization. Since 1982, the life insurance company's insurance premium scale and operation efficiency have been improving gradually since our country resumed the life insurance business. As two sources of profit for life insurance companies, underwriting business and investment business have attracted great attention in the practice of life insurance companies. In general, domestic research on the profitability of life insurance companies has not been thoroughly studied. In this paper, combining with the theory of probability and statistics, using Monte Carlo simulation method and using historical experience data, we will analyze the profit generation path of life insurance companies in China and establish a model. This paper simulates the profit situation of life insurance companies in the next five years and analyzes the future profitability and main influencing factors of life insurance companies in our country by means of quantitative analysis of the influence of various factors on the profit, so as to provide a reference for improving the profitability of life insurance companies in China. The results show that the profitability of Chinese life insurance companies in the next five years is good, but there are certain fluctuations, and investment business will become the main possible growth point of life insurance companies' profits in the next five years. Among the five types of investment in securities and equity, equity investment will contribute the most to profits, and the impact of withdrawal rate on the profitability of life insurance companies is not significant in the long run. To improve the profitability of life insurance companies. First, to further relax the investment channels and investment ratio, optimize the investment structure; second, strengthen internal control and compensation (payment) management, change the life insurance marketing model; third, We should strengthen the innovative design of life insurance products, improve the level of insurance service, properly handle the phenomenon of withdrawal of insurance, and reshape the image of the insurance industry. Fourth, we should strictly implement the policy plan of the Insurance Supervision and Administration Commission to "prevent risks and promote development". Take off the "false profit" of the ornate coat, beware of the new subject under the risk of rapid profit.
【學位授予單位】：北京工商大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F842.3

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本文編號：1661308