本文選題：非壽險(xiǎn) + 最低資本監(jiān)管　； 參考：《保險(xiǎn)研究》2014年04期

【摘要】：償付能力監(jiān)管是目前保險(xiǎn)監(jiān)管的核心,制定合理的最低資本監(jiān)管標(biāo)準(zhǔn)是當(dāng)前監(jiān)管的重中之重,也是"償二代"需要解決的關(guān)鍵問題。本文以2006~2012年間的中國(guó)財(cái)險(xiǎn)公司為樣本數(shù)據(jù),在全面考慮并進(jìn)行了初步處理之后,基于比率法模型,利用擬合分布法和非參數(shù)Bootstrap法測(cè)算不同破產(chǎn)概率下的風(fēng)險(xiǎn)因子。并按照歐、美監(jiān)管模型中的破產(chǎn)概率為標(biāo)準(zhǔn)計(jì)算了相同破產(chǎn)概率下的風(fēng)險(xiǎn)因子,從而有效地比較分析了我國(guó)現(xiàn)行最低資本監(jiān)管標(biāo)準(zhǔn)與歐美監(jiān)管的嚴(yán)苛程度。此外,還綜合考慮監(jiān)管措施,分析了監(jiān)管措施與最低資本監(jiān)管綜合影響之后的嚴(yán)苛程度。經(jīng)過綜合分析發(fā)現(xiàn),我國(guó)現(xiàn)行最低資本的監(jiān)管要求比歐盟Solvency 0/I寬松,但是比美國(guó)RBC要求更加嚴(yán)格。而且,監(jiān)管措施等諸多方面還有可改進(jìn)之處。最后,本文為"償二代"的建立提出了建設(shè)性的意見。
[Abstract]:Solvency supervision is the core of insurance supervision at present. It is the most important task of current supervision to establish reasonable minimum capital supervision standard, and it is also the key problem to be solved in "compensating the second generation".Based on the sample data of Chinese property insurance companies from 2006 to 2012, this paper calculates the risk factors under different ruin probability by using fitting distribution method and non-parametric Bootstrap method based on the model of ratio method after the overall consideration and preliminary processing.The risk factors under the same ruin probability are calculated according to the ruin probability in the European and American regulatory models, and the severity of the current minimum capital supervision standards in China is compared with that in Europe and the United States.In addition, considering the regulatory measures, this paper analyzes the severity of the combined effects of the regulatory measures and the minimum capital supervision.Through comprehensive analysis, it is found that China's current minimum capital regulatory requirements are looser than the EU Solvency 0 / I, but more stringent than the US RBC requirements.In addition, regulatory measures and many other aspects of the improvement.Finally, this paper puts forward constructive suggestions for the establishment of the second generation.
【作者單位】： 上海財(cái)經(jīng)大學(xué)金融學(xué)院;
【基金】：上海財(cái)經(jīng)大學(xué)國(guó)際金融中心研究院資助
【分類號(hào)】：F842.3

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本文編號(hào)：1743649