贷款信用保险定价研究  

A Study of Pricing of Loan Credit Insurance

作　　者：唐吉平[1] 陈浩[1] 

机构地区：[1]浙江大学经济学院,310027

出　　处：《金融研究》2004年第10期77-83,共7页Journal of Financial Research

摘　　要：贷款信用保险制度能很好地解决中小企业融资难问题,实施这一制度的技术准备在于定价研究。本文比较分析了三种保险定价策略,在信用风险度量术的基础上建立了保险费率厘定的模型,并运用实际数据对模型做了实证研究,得到了较为合理的费率。最后对贷款保险制度的实施提出了一些合理的建议。Loan credit insurance system can smoothly solve financing problem of small - and - medium enterprises. The technique preparation of this system is pricing research. The paper analyzed three strategies of insurance pricing, advanced an insurance pricing model based on credit risk measuring technique, then did some positive research for the mode! by using actual data, and got a reasonable premium. Finally, some advices for implementing loan insurance system are proposed.

关 键 词：贷款信用保险 定价 信用矩阵 信用风险 

分 类 号：F840.6[经济管理—保险]