基于财险公司定价风险差异的偿付能力资本标准计量  

A study on China's P&C Insurers' Premium Risk Difference and Capital Requirement

作　　者：沈立[1] 谢志刚[1] 

机构地区：[1]上海财经大学金融学院,上海200433

出　　处：《财经论丛》2014年第9期38-44,共7页Collected Essays on Finance and Economics

基　　金：国家自然科学青年基金资助项目(71103117);上海财经大学研究生创新基金资助项目(CXJJ-2012-379)

摘　　要：我国财险公司按照保费规模和资本结构可以分为四类,它们的经营和风险特征均存在显著差异,对于制定行业政策和监管标准是一个巨大挑战。本文从分析各类公司的定价风险入手,分析不同类别公司之间的风险差异,并尝试使用分层递减的资本标准制定方法,将已赚保费分为[0,20亿)、[20,100亿)、[100亿以上]三个区间,研究发现对应的资本要求分别为30%、22%、15%。China's P&C insurers can be classified into four segments by their annual premium income and capital structure. There exists huge difference among them in operation and risk,which brings extraordinary challenges to regulators in setting industrial policies and regulatory standards. We study the premium risk difference among the four segments,and try to set out solvency capital requirement for China's P&C industry with layer decreasing methods. By dividing earned premium into the three layers of [0,2billion),[2 billion,10billion),and [above 10 billion],we come up with their corresponding solvency capital requirement as 30%,22%,and 15%.

关 键 词：定价风险 偿付能力 资本标准 

分 类 号：F840.32[经济管理—保险]