科技保险基金风险管理与投资策略研究展望  

Future Trend of Research on Risk Management and Investment Strategy of S&T Insurance Fund

作　　者：丁一珊 顾孟迪[1] 王蕾[2] 

机构地区：[1]上海交通大学安泰经济与管理学院,上海200030 [2]上海国家会计学院应用经济研究所,上海201702

出　　处：《科技进步与对策》2016年第9期156-160,共5页Science & Technology Progress and Policy

基　　金：国家自然科学基金重点项目(71132006);上海市科技发展基金软科学研究项目(11692105700)

摘　　要：在介绍科技保险与再保险研究情况的基础上,探讨如何针对科技保险的风险机制和保险特征研究科技保险基金的风险管理与投资策略问题。在综述相关研究现状与趋势后认为,可从以下方面展开:建立风险资产模型,构造一个新型风险函数,研究最优再保险策略与各参数之间的关系以及最优分红策略,并研究风险资产模型对破产概率和确定时刻预期累计收益的影响;研究再保险方式对破产概率和确定时刻预期累计收益的影响;研究不同效用函数对不同确定时刻预期累计收益的影响,并引入不同风险测度方法,研究在不同情形下如何选择最优风险测度准则;考虑再保险双方,设计一种新的保险机制;建立试点平台,采集大量经验概率,并以此为基础建立科技保险的费率厘定模型,进而形成一套方法体系。After introducing the current research of S＆T insurance and reinsurance,this paper discuss how to research on the S＆T insurance＇s risk management and investment strategy aimed at the risk mechanism and insurance feature. After a review of the relevant research status and trends, we get the conclusions from the following aspects：to build the risk asset model and construct a new risk function, study the relationship between optimal reinsurance strategy and the parameters and the optimal dividend strategy, explore the risk asset model＇s impact on the ruin probability and the expected accumulated revenue;to research on the reinsurance manners＇ impact on the expected ruin probability and the expected accumulated revenue ; research on the different utility functions＇ impact on the expected ruin probability and the expected accumulated revenue, and introduce different risk measurement methods to explore how to choose the best measure of risk criteria in different situations ; considering both sides of reinsurance to design a new insurance mechanism;to establish a pilot platform and collect a lot of empirical probability,then establish S＆T insurance rate-making model and form the methodology.

关 键 词：科技保险 风险管理 投资策略 再保险 费率厘定 

分 类 号：F842.609[经济管理—保险]