發(fā)布時(shí)間：2018-05-29 21:42

  本文選題：償付能力 + 綜合性保險(xiǎn)公司��； 參考：《東北財(cái)經(jīng)大學(xué)》2015年碩士論文

【摘要】：保險(xiǎn)業(yè)已經(jīng)發(fā)展成為與證券業(yè)和銀行業(yè)并重的三大主要行業(yè)之一。保險(xiǎn)公司的償付能力表示一種“經(jīng)濟(jì)補(bǔ)償能力”。如果保險(xiǎn)公司出現(xiàn)償付能力不足的情況,不僅會(huì)影響到本公司,而且會(huì)對(duì)整個(gè)保險(xiǎn)業(yè)、甚至整個(gè)國民經(jīng)濟(jì)的穩(wěn)定發(fā)展產(chǎn)生影響�？v觀保險(xiǎn)業(yè)的發(fā)展歷史中,美國和日本都曾發(fā)生過嚴(yán)重的償付能力危機(jī)。因此,為了消除償付能力危機(jī)對(duì)保險(xiǎn)業(yè)的影響,各國家都逐漸把償付能力的監(jiān)管放在保險(xiǎn)監(jiān)管的核心地位。對(duì)中國的保險(xiǎn)公司而言,對(duì)償付能力的最低標(biāo)準(zhǔn)是滿足保監(jiān)會(huì)的基本要求,中國保險(xiǎn)監(jiān)督委員會(huì)對(duì)保險(xiǎn)公司進(jìn)行監(jiān)管的唯一綜合指標(biāo)是“償付能力充足率”,沒有對(duì)綜合性保險(xiǎn)公司和專業(yè)性保險(xiǎn)公司進(jìn)行區(qū)分,但從2014年各保險(xiǎn)公司公布的信息來看,各保險(xiǎn)公司的償付能力充足率均已達(dá)到保監(jiān)會(huì)的標(biāo)準(zhǔn)。在此基礎(chǔ)上,本文對(duì)綜合性保險(xiǎn)公司和專業(yè)性保險(xiǎn)公司的償付能力進(jìn)行對(duì)比研究。本文第一章主要介紹了本文選題的背景,相關(guān)文獻(xiàn)綜述以及創(chuàng)新點(diǎn)和不足：第二章主要對(duì)保險(xiǎn)及保險(xiǎn)公司的分類進(jìn)行了簡(jiǎn)單的介紹,這部分的重點(diǎn)是從收入和支出兩個(gè)方面把保險(xiǎn)公司分為綜合性保險(xiǎn)公司和專業(yè)性保險(xiǎn)公司,將本文所研究的107家保險(xiǎn)公司分為70家綜合性保險(xiǎn)公司和37家專業(yè)性保險(xiǎn)公司；第三章先對(duì)償付能力的概念、影響因素、風(fēng)險(xiǎn)和監(jiān)管進(jìn)行了詳細(xì)的說明。接著介紹了主要發(fā)達(dá)國家的償付能力監(jiān)管模式,并將中國的監(jiān)管模式與國外的監(jiān)管模式進(jìn)行對(duì)比,強(qiáng)調(diào)了償付能力在保險(xiǎn)監(jiān)管中的重要性；第四章對(duì)本文所選擇的研究方法的基本思想和具體分類進(jìn)行介紹,作為后面實(shí)證研究的理論基礎(chǔ)。本文所選擇的研究方法為Fisher判別分析和無序多分類logistic回歸；第五章也是最重要的是本文的實(shí)證分析部分。本文數(shù)據(jù)來自各保險(xiǎn)公司在其官網(wǎng)披露的年度信息報(bào)告(2013-2014)及2014年中國保險(xiǎn)年鑒。根據(jù)2003年中國保險(xiǎn)監(jiān)督委員會(huì)發(fā)布的《關(guān)于保險(xiǎn)公司償付能力額度及監(jiān)管指標(biāo)管理規(guī)定》,考慮到對(duì)財(cái)險(xiǎn)公司和壽險(xiǎn)公司的共同影響,選擇12個(gè)償付能力監(jiān)管指標(biāo),計(jì)算得出具體數(shù)據(jù),認(rèn)可資產(chǎn)與認(rèn)可負(fù)債的確定尤為重要。為了精簡(jiǎn)指標(biāo),消除共線性對(duì)研究結(jié)果的影響,通過主成分分析和因子分析提取出5個(gè)與償付能力密切相關(guān)的公因子。根據(jù)判別分析和logistic回歸對(duì)因變量的要求,將償付能力充足率小于500%的保險(xiǎn)公司賦值為1,將償付能力充足率介于500%-1000%的保險(xiǎn)公司賦值為2,將償付能力充足率大于1000%的保險(xiǎn)公司賦值為3。在判別分析過程中,通過檢驗(yàn)排除2個(gè)與償付能力關(guān)系較小的指標(biāo),得到：在綜合性保險(xiǎn)公司中,償付能力一般的保險(xiǎn)公司占70%；償付能力較好的保險(xiǎn)公司占15.7%；償付能力非常好的保險(xiǎn)公司占14.3%；在專業(yè)性保險(xiǎn)公司中,償付能力一般的保險(xiǎn)公司占83.8%；償付能力較好的保險(xiǎn)公司占10.8%；償付能力非常好的保險(xiǎn)公司占5.4%,正判率為83.4%。在logistic回歸過程中,最終確定兩個(gè)公因子,將類別1設(shè)置為參考,對(duì)樣本進(jìn)行分類。得到：在綜合性保險(xiǎn)公司中,償付能力一般的保險(xiǎn)公司占81.4%；償付能力較好的保險(xiǎn)公司占2.9%；償付能力非常好的保險(xiǎn)公司占15.7%；在專業(yè)性保險(xiǎn)公司中,償付能力一般的保險(xiǎn)公司占97.3%；償付能力非常好的保險(xiǎn)公司占2.7%,正判率為87.9%。最后得出結(jié)論：綜合性保險(xiǎn)公司償付能力好于專業(yè)性保險(xiǎn)公司,并且正判率均已達(dá)到標(biāo)準(zhǔn)；但在初期對(duì)保險(xiǎn)公司償付能力進(jìn)行分類時(shí),對(duì)于類別2的界限還需要作進(jìn)一步的調(diào)整。相應(yīng)地提出如下建議：保監(jiān)會(huì)可以適當(dāng)加強(qiáng)對(duì)專業(yè)性保險(xiǎn)公司的償付能力監(jiān)管；各保險(xiǎn)公司也應(yīng)根據(jù)自身的情況,對(duì)經(jīng)營業(yè)務(wù)的范圍進(jìn)行合理的調(diào)整,合理預(yù)測(cè)將面臨的風(fēng)險(xiǎn),以促使本公司可以健康、長久的發(fā)展。針對(duì)綜合性保險(xiǎn)公司和專業(yè)性保險(xiǎn)公司的劃分、償付能力的對(duì)比分析、能否將判別分析和logistic回歸用于保險(xiǎn)公司償付能力的預(yù)測(cè)方面等問題,本文只是一次嘗試性的研究,還存在很多問題需要進(jìn)一步深入的研究和探討。
[Abstract]:The insurance industry has developed into one of the three major industries that are equal to the securities and silver industries. The solvency of insurance companies is a "economic compensation ability". If the insurance companies have insufficient solvency, it will not only affect the company, but also the stable development of the whole insurance industry and even the whole national economy. Throughout the history of the insurance industry, both the United States and Japan have had a serious solvency crisis. So, in order to eliminate the impact of the solvency crisis on the insurance industry, countries have gradually put the supervision of solvency at the core of insurance regulation. For Chinese insurance companies, the minimum standard of solvency In order to meet the basic requirements of the CIRC, the only comprehensive indicator of the insurance company's supervision by the China Insurance Supervision Commission is the "solvency adequacy ratio". There is no distinction between the comprehensive insurance company and the professional insurance company, but from the information published by the insurance companies in 2014, the solvency adequacy ratio of the insurance companies is all It has reached the standard of the CIRC. On this basis, this article compares the solvency of the comprehensive insurance company and the professional insurance company. The first chapter mainly introduces the background of this topic, the literature review and the innovation points and shortcomings: the second chapter is a simple introduction to the classification of insurance and insurance companies. This part focuses on dividing insurance companies into a comprehensive insurance company and a professional insurance company from two aspects of income and expenditure. The 107 insurance companies studied in this article are divided into 70 comprehensive insurance companies and 37 professional insurance companies. The third chapter first carries out the concept of solvency, the influencing factors, the risk and the supervision. Then it introduces the mode of solvency supervision in the major developed countries, compares the Chinese regulatory model with the foreign regulatory model, and emphasizes the importance of the solvency in the insurance supervision. The fourth chapter introduces the basic thinking and specific classification of the research methods selected in this paper, as a later demonstration. The theoretical basis of this study is Fisher discriminant analysis and disordered multi classification logistic regression. The fifth chapter is also the most important part of the empirical analysis. The data comes from the annual information reports published by the insurance companies on their official networks (2013-2014) and the Chinese insurance Yearbook in 2014. According to 2003 China The insurance supervision committee issued < about the insurance company's solvency quota and the regulatory index management regulations >. Taking into account the common impact of the insurance companies and the life insurance companies, choosing 12 solvency regulatory indicators and calculating the specific data, the recognition of assets and approved liabilities is particularly important. In order to streamline the indicators and eliminate the collinearity, The results are influenced by the principal component analysis and factor analysis to extract 5 common factors which are closely related to the solvency. According to the discriminant analysis and logistic regression, the insurance companies with the solvency adequacy ratio less than 500% are assigned to 1, and the insurance companies with the solvency adequacy ratio of the 500%-1000% are assigned to 2. In the process of discriminatory analysis, an insurance company that has the solvency adequacy ratio of more than 1000% is 3.. In the process of discriminatory analysis, the insurance companies with good solvency account for 70% in the comprehensive insurance companies, 15.7% of the insurance companies with good solvency, and the insurer with good solvency. The company accounted for 14.3%; in the professional insurance companies, the insurance companies with the general solvency accounted for 83.8%; the solvency good insurance companies accounted for 10.8%; the solvency very good insurance companies accounted for 5.4%, the positive rate was 83.4%. in the logistic regression process, the final determination of the two public factors, the category 1 set as the reference, the samples were classified. To: in the comprehensive insurance company, the solvency is 81.4%, the solvency is better, the insurance company is 2.9%, the solvency is very good, the insurance company is 15.7%; in the professional insurance company, the solvency is 97.3%, the solvency is very good, the insurance company is 2.7%, the positive rate is 87.. 9%. concludes that the solvency of a comprehensive insurance company is better than that of a professional insurance company, and the positive rate has reached the standard. However, in the early stages of classification of the solvency of the insurance company, further adjustments should be made to the limits of category 2. The following suggestions are made accordingly: the CIRC can appropriately strengthen the professional nature. The insurance company's solvency supervision, and the insurance companies should adjust the scope of business reasonably according to their own circumstances, reasonably predict the risks that will be faced, in order to promote the company's health and long-term development. A comparative analysis of the division of comprehensive insurance companies and professional insurance companies and the solvency analysis, The application of discriminant analysis and logistic regression to the predictor of solvency of insurance companies is only a tentative study, and there are many problems that need further research and discussion.
【學(xué)位授予單位】：東北財(cái)經(jīng)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2015
【分類號(hào)】：F842.3

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