基于KMV模型对我国上市保险公司的信用风险度量  

The credit risk measurement by KMV-based model on listed insurance companies

作　　者：周沅帆[1] 

机构地区：[1]东北大学工商管理学院,辽宁沈阳110004

出　　处：《保险研究》2009年第3期77-81,共5页Insurance Studies

摘　　要：目前,我国对保险公司的监管主要是静态监管,不能完全满足未来经济发展对保险业监管提出的挑战。为此,本文在介绍了KMV模型后,利用KMV模型对我国已上市的保险公司的风险进行了度量,旨在探讨在未来时机成熟时保险监管中引入KMV模型,利用KMV模型良好的风险预测能力,加强和改善保险监管的可能性。At present, the regulation of insurance company is mainly of a static nature, which cannot completely meet the challenges for the regulation of the insurance industry along with future economic development. This article offered an introduction of the KMV model and used the model to evaluate risks of listed insurance companies. It in- tended to explore the possibilities of introducing the KMV model into China＇s insurance regulation, and took advantage of the KMV model＇s fine risk forecasting capability to strengthen and improve insurance regulation.

关 键 词：KMV模型 保险监管 风险度量 

分 类 号：F840.32[经济管理—保险]