【摘要】：財產(chǎn)保險公司的盈利模式是通過聚攏風(fēng)險分散風(fēng)險來獲取合理的利潤。因此,風(fēng)險管理能力始終是財產(chǎn)保險公司的核心競爭力。全面風(fēng)險預(yù)警系統(tǒng)作為風(fēng)險管理的其中一環(huán),具有重要的現(xiàn)實意義。 本文擬從財產(chǎn)保險公司全面風(fēng)險預(yù)警系統(tǒng)為切入點,系統(tǒng)的分析某財產(chǎn)保險公司當(dāng)前面臨的風(fēng)險狀況。并分析其風(fēng)險類型、風(fēng)險特點及風(fēng)險成因。重點闡述在COSO-ERM框架下某財險公司如何識別風(fēng)險,分析風(fēng)險和化解風(fēng)險。以COSO-ERM理論為基礎(chǔ),設(shè)計適合目前某財險公司風(fēng)險狀況的全面風(fēng)險預(yù)警指標(biāo)體系。 在全面風(fēng)險分析的基礎(chǔ)上,對某財險公司全面風(fēng)險預(yù)警系統(tǒng),提出適合該公司經(jīng)營實際情況的建議。適度增強公司的業(yè)務(wù)能力,加強償付能力和資產(chǎn)管理能力的管理,并建議將有限的管理資源合理配置給對自留保費管理、責(zé)任準(zhǔn)備金管理和成本管理方面的風(fēng)險,以實現(xiàn)風(fēng)險預(yù)警和風(fēng)險管控的最佳效用。 基于目前國際上流行的全面風(fēng)險管理(ERM)理念,依照社會上普遍所能接受的企業(yè)風(fēng)險預(yù)警原理,構(gòu)建某財產(chǎn)保險公司全面風(fēng)險預(yù)警系統(tǒng)。按照“定義預(yù)警目標(biāo)-識別風(fēng)險要素-設(shè)計預(yù)警指標(biāo)-設(shè)計預(yù)警模型”的基本結(jié)構(gòu)。首先對調(diào)查問卷收集的數(shù)據(jù)和該財險公司的財務(wù)報表數(shù)據(jù)進行處理。依次運用離差法、主成分分析方法、模糊綜合評估法對其進行風(fēng)險評估,獲得歷史年度綜合風(fēng)險預(yù)警值,并分別對其結(jié)果進行統(tǒng)計檢驗。最后獲得有效的全面風(fēng)險預(yù)警指標(biāo)系統(tǒng)幫助財產(chǎn)保險公司進行風(fēng)險預(yù)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.
【學(xué)位授予單位】：浙江工業(yè)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F842.3;F272.3

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1 鄭彥;基于ERM理論的財產(chǎn)保險公司風(fēng)險預(yù)警研究[D];浙江工業(yè)大學(xué);2014年

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