个税递延型养老保险——基于税收优惠的思考

个税递延型养老保险因其国际实施的普遍性、对个人投保的激励性和对保险企业的盈利刺激性,成为解决我国个人养老问题的当下选择.养老金计划的发展离不开完备有效的监管.政府在出台相关政策法规时,尽量能做到各类政策并驾齐驱,多管齐下.其中,规范和完善资本市场是发展个人养老金计划的重中之重.     

保险公司诉讼预期与和解相关性研究

近年来我国保险诉讼案件增势不减,有的历经一审、二审,有的还要再审。本文通过对北京某人寿保险股份有限公司2005～2008年和解、诉讼预期的调研数据进行描述性统计和回归分析,发现保险公司从自身和投保人两个视角对诉讼结果进行预期时,预期诉讼赔付金额和诉讼成本与其愿意赔付金额存在更强的相关性。但新的《保险法》提出后,保险公司预期诉讼赔付金额时较之前更多地考虑到投保人索赔金额,且保险公司预期诉讼赔付金额与投保人索赔金额之间的显著差异消失。     

韩国存款保险制度发展的经验及启示

韩国存款保险制度既融汇了美国等国家先进的制度理念,又积累了危机的实践经验,已经处于世界先进水平。本文通过对韩国存款保险制度建立的背景、发展历程和设计特征进行研究和探讨,为我国存款保险制度的建立提供参考。     

Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes

In this paper we study the optimal excess-of-loss reinsurance and dividend strategy for maximizing the expected total discounted dividends received by shareholders until ruin time. Transaction costs and taxes are required when dividends occur. The problem is formulated as a stochastic impulse control problem. By solving the corresponding quasi-variational inequality, we obtain analytical solutions for the optimal return function and the optimal strategy.     

The Genetics of Breast and Ovarian Cancer III: A new model of family history with insurance applications

Insurers’ access to genetic test results is often restricted and the only genetic information that might be collected during underwriting in some countries is family history. Previous studies have included family history in a simple way but only for diseases which have no cause other than gene mutations, because then the event ‘affected parent’ contributes all possible information short of a genetic test result. We construct a model of breast cancer (BC) and ovarian cancer (OC) — common diseases with rare genetic variants — in which the development of a family history is represented explicitly as a transition between states, hence as part of the applicant's own life history. This allows the impact of a moratorium to be modelled. We then apply this family history model to life insurance in a semi-Markov framework and to critical illness (CI) insurance in a Markov framework to: (a) estimate premium ratings depending on genotype or family history; and (b) model the potential cost of adverse selection.     

Mean and dispersion modelling for policy claims costs

A model for the statistical analysis of the total amount of insurance paid out on a policy is developed and applied. The model simultaneously deals with the number of claims (zero or more) and the amount of each claim. The number of claims is from a Poisson-based discrete distribution. Individual claim sizes are from a continuous right skewed distribution. The resulting distribution of total claim size is a mixed discrete-continuous model, with positive probability of a zero claim. The means and dispersions of the claim frequency and claim size distribution are modeled in terms of risk factors. The model is applied to a car insurance data set.     

高校体育活动中的保险研究

体育运动存在的高风险性在一定程度上阻碍了学校体育的发展,本文通过对我省学校体育课,课外体育训练中体育保险参与的现状调查,分析体育教育与体育保险的内在联系,并对体育保险的发展提出建议,使其更好地为学校体育服务。     

从珠三角环境责任风险看环境责任保险

环境污染问题,是我国改革发展中的一项重要课题,也是责任保险的重要领域。本文以珠三角环境责任风险为实例,认真分析了环境污染的主要表现,阐述了环境责任保险的功能和面临的困境,提出了发展环境责任保险有效对策,对加强环境责任保险,推进二型社会建设有着良好的指导意义。     

我国保险资金投资REITS探究

房地产信托具有周期长、收益率高的特点.这与保险资金尤其是寿险资金的特点相吻合.目前西方发达国家已允许保险资金通过各种方式投资于房地产,如房地产信托投资基金.就我国而言,通过REITS投资不动产是保险公司、社保基金和其他稳健型投资者的最好投资手段.     

Investigating the performance of different estimation techniques for crop yield data analysis in crop insurance applications

We investigate the performance of the ordinary least squares (OLS)‐, M‐, MM‐, and the Theil–Sen (TS)‐estimator for crop yield data analysis in crop insurance applications using Monte Carlo simulations. More specifically, the performance is assessed with respect to trend estimation, prediction of future yield levels, and the estimation of expected indemnity payments. In agreement with earlier findings, other estimators are found to be superior to OLS in simple regression problems if yield distributions are outlier contaminated and heteroscedastic. While this conclusion is also valid for subsequent applications such as yield prediction and the estimation of expected indemnity payments, the difference between the considered estimators becomes less distinct. For these applications, we find particularly the M‐estimator to be a good compromise between high‐breakdown (very robust) estimators and the very efficient OLS‐estimator. Because no regression technique dominates all others in all applications and scenarios for error term distributions, our results underline that the choice of the estimation technique should be dependent on the purpose of the crop yield data analysis. However, alternative estimators such as M‐, MM‐, and TS‐estimator can reduce (and bound) the risk of unreliable or inefficient crop yield data analysis in crop insurance applications.