【摘要】：本文研究了我國現(xiàn)行的保險公司非壽險業(yè)務的最低資本要求，有利于充分理解我國現(xiàn)行的非壽險業(yè)務的最低資本要求，明確償付能力改革的方向，為我國保險監(jiān)督管理委員會正在進行的第二代償付能力建設工作貢獻一份力量。論文首先介紹了研究對象的確定過程和選題的現(xiàn)實背景與意義。接著是文獻綜述，文獻綜述對相關的文獻進行了分類，主要分為三類，在這一部分也闡述了對最低資本這一概念的相關理解。再接下來對我國非壽險業(yè)務的償付能力現(xiàn)狀進行了分析，，利用我國十三家財產(chǎn)保險公司2011年和2010年的資本充足率數(shù)據(jù)進行分析，同時考慮到保監(jiān)會最近出臺的一系列措施，提出問題：我國非壽險業(yè)務的最低資本要求是否過高？ 提出問題之后，首先，介紹了歐盟現(xiàn)行的非壽險業(yè)務的最低資本要求的模型，我國非壽險業(yè)務的最低資本模型與歐盟現(xiàn)行的非壽險業(yè)務的最低資本要求的模型一樣，但是與歐盟啟動的償付能力計劃Ⅱ中的非壽險業(yè)務的最低資本模型有一些區(qū)別，計算基礎的不同、業(yè)務條線假設的不同以及絕對和相對上下限設置的不同。其次，通過追溯我國償付能力監(jiān)管規(guī)定的歷史，得出我國非壽險業(yè)務的最低資本模型主要是Campagne模型，一個破產(chǎn)概率模型。接著利用中國保險年鑒中財產(chǎn)保險公司的數(shù)據(jù)進行了實證分析，驗證了賠款基礎計算出的最低資本的有效性，重新計算了保費基礎的最低資本的計算比率。利用修改后的Campagne模型，計算了保費基礎的最低資本的計算比率。通過對利用中國保險年鑒中財產(chǎn)保險公司數(shù)據(jù)得出的賠付率數(shù)據(jù)進行正態(tài)檢驗，發(fā)現(xiàn)賠付率數(shù)據(jù)服從正態(tài)分布，得出數(shù)據(jù)服從正態(tài)分布N（0.55353162，0.00601615）。通過一定的計算，得出破產(chǎn)概率與計算比率關系表，顯示在破產(chǎn)概率為0.005時，計算比率為9%，我國現(xiàn)行的非壽險業(yè)務的保費基礎的最低資本要求的計算比率明顯要高，建議適當降低保費基礎的最低資本計算比率。同時，為了降低最低資本要求，參照歐盟償付能力計劃Ⅱ中按業(yè)務條線分別設置校準因子的做法，建議我國保險公司非壽險業(yè)務的最低資本要求也按照業(yè)務條線進行細分，并利用同樣的方法和中國保險年鑒中數(shù)據(jù)大致計算了機動車輛保險的保費基礎的計算比率，破產(chǎn)概率0.005對應的結(jié)果為16%，建議采用此方法分別設置各業(yè)務條線的保費基礎的計算比率。 本文得出結(jié)論，我國保險公司非壽險業(yè)務的最低資本要求過高，這與其他論文得出的結(jié)論不一樣。因此，建議適當降低我國非壽險業(yè)務的最低資本要求，可以通過降低保費基礎的最低資本計算比率的方式，也可以通過分業(yè)務條線設置保費基礎的最低資本的計算比率的方式。文章最后陳述了該文的分析中存在的問題。
[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

本文編號：2426397