包含弹性免赔额的非寿险精算问题研究
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摘要
保险业与商业银行业、投资银行业、证券业、资信评估业共同构成了21世纪金融服务行业的重要组成部分,自恢复国内保险业务以来,我国的非寿险业进入了快速、持续增长的时期。根据西方成熟市场保险业的发展经验,伴随保险人资产急剧扩张的是保险人破产数量的快速增长。由于传统的绝对免赔方式在实际中存在可操作性差的缺陷,文献[79]提出了弹性免赔额的概念。本文以弹性免赔额为切入点,研究这一新的免赔方式所涉及的损失分布选择、风险度量、保险合同确定、破产概率以及调节系数等一系列非寿险精算问题,以期为身处蓬勃发展态势中的我国非寿险企业的稳定、持续经营提供一定的理论依据。
As an important component, insurance industry, commercial banking, investment banking, securities industry, and the credit rating industry are composed of the 21st century financial service industry. Since the recovery of domestic insurance business, China's non-life insurance industry has gone through a rapid growth period. Drawing on the experience of western mature non-life insurance market, the number of bankrupt insurers increases rapidly as their assets expand rapidly. Reference [79] proposed the concept of flexible deductible because of the traditional straight deductible's poor operability in practice. Taking flexible deductible as pointcut, this thesis studies a series of non-life insurance actuarial issues, such as loss distribution selection, risk measurement, insurance contract signing, ruin probability, adjustment coefficient and so on, to provide theoretical basis for insurers'stable operation and going concern.
As an important component, insurance industry, commercial banking, investment banking, securities industry, and the credit rating industry are composed of the 21st century financial service industry. Since the recovery of domestic insurance business, China's non-life insurance industry has gone through a rapid growth period. Drawing on the experience of western mature non-life insurance market, the number of bankrupt insurers increases rapidly as their assets expand rapidly. Reference [79] proposed the concept of flexible deductible because of the traditional straight deductible's poor operability in practice. Taking flexible deductible as pointcut, this thesis studies a series of non-life insurance actuarial issues, such as loss distribution selection, risk measurement, insurance contract signing, ruin probability, adjustment coefficient and so on, to provide theoretical basis for insurers'stable operation and going concern.
引文
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