共查询到20条相似文献，搜索用时 15 毫秒
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近年来,我国保险市场存在着产品结构不合理的现实问题,虽然强调"转方式、调结构",但主要是针对寿险业务结构的调整,并未注意到寿险业务与非寿险业务比例结构的合理性,财产保险市场发展薄弱.本文首先从产品保障功能的角度对产品结构合理性的衡量问题进行了讨论,引入了"非寿险业务占比"指标作为衡量保险业发展健康程度的指标.通过对国际... 相似文献
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Jean Desrochers 《Journal of Risk Research》2020,23(4):447-460
AbstractLittle systematic research has investigated differences in expressed attitude as a function of the manner in which probability information is communicated to a decision maker. The purpose of this paper is to investigate differences in expressed attitude when insurance coverage is introduced in a known-risk situation (the probability of loss is known), an uncertain situation (there is no prior information on the probability of loss) or an ambiguous (the information provided is vague). The experiments reported in this paper have been developed and tested in the classroom with undergraduate students. Unlike the vast majority of previous work dealing with lotteries and laboratory gambles, this study examine the behavior of people when facing a purchase decision on a well-known consumer good, i.e. a bottle of wine. The comparative results provide some evidence on the risk-taking behavior of consumers for small losses. Within an insurance context, people prefer the more familiar option of a known-risk situation and contrary to expectations, the results do not provide support to ambiguity aversion but to ambiguity seeking. 相似文献
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保险企业破产主要原因是准备金提存不足。国外相关文献认为公司通过调整未决赔款准备金的目的有四种,但对该行为的检验方法都存在一个明显缺点,就是要等5年之后才可以研究当前行为。据未决赔款准备金估算模型,同期影响因素有保费收入与赔款支出。运用多元统计方法,建立未决赔款准备与净保费收入和净赔款支出回归模型,结果表明,我国非寿险业不存在较普遍的人为调整现象。 相似文献
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This paper analyzes an interest rate model with self-exciting jumps, in which a jump in the interest rate model increases the intensity of jumps in the same model. This self-exciting property leads to clustering effects in the interest rate model. We obtain a closed-form expression for the conditional moment-generating function when the model coefficients have affine structures. Based on the Girsanov-type measure transformation for general jump-diffusion processes, we derive the evolution of the interest rate under the equivalent martingale measure and an explicit expression of the zero-coupon bond pricing formula. Furthermore, we give a pricing formula for the European call option written on zero-coupon bonds. Finally, we provide an interpretation for the clustering effects in the interest rate model within a simple framework of general equilibrium. Indeed, we construct an interest rate model, the equilibrium state of which coincides with the interest rate model with clustering effects proposed in this paper. 相似文献
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Buchwalder et al. (2006) have illustrated that there are different approaches for the derivation of an estimate for the parameter estimation error in the distribution-free chain ladder reserving method. In this paper, we demonstrate that these approaches provide estimates that are close to each other for typical parameters. This is carried out by proving upper and lower bounds. 相似文献
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政府通胀指数债券作为债券市场的一种债券品种创新,具有能够帮助投资者规避长期国债投资的购买力风险、降低国债发行成本并有利于国债的顺利发行、为宏观经济调控提供有用信息等优势,我国应适时推出通胀指数债券以促进国债市场的发展。 相似文献
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Oliver Hermsen 《Quantitative Finance》2013,13(10):1215-1224
The Basel II framework allows the calculation of the capital requirements for market risk with Value-at-Risk models. Since no special model is prescribed in the framework, banks may use simple models with questionable assumptions concerning their underlying distributions. Our numerical analysis reveals that simple VaR models that perform noticeably worse than comparable simple models with more realistic assumptions may lead to a lower level of regulatory capital for banks. For this reason, banks have a major incentive to implement bad models. This is obviously contrary to the interests of regulatory authorities. 相似文献
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大部分研究发现实际通货膨胀率与股票回报呈现出负相关关系,但对于两者为何呈现这样的关系并未提供相关的实证证据。我们认为其主要原因在于缺乏通货膨胀到股票回报之间中间渠道的认识与分析。因此,本文依据我国通货膨胀指标,基于通货膨胀影响企业债务融资行为的研究视角,实证检验发现,当通货膨胀率上升时,企业会增加债务融资,而债务融资比例的上升进一步提升了企业风险,并且通货膨胀与股票回报的负相关关系主要通过债务融资渠道进行传导;上述现象在国有企业以及融资约束较弱的企业表现得更为明显。本文的研究为通货膨胀与股票回报之间的负相关关系提供了微观层面的解释视角。 相似文献
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In this paper, we investigate whether and how the Deposit Insurance (DI) system and its Risk-adjusted Premium (RAP) scheme affect the systemic risk of Chinese banks. Based on bank-level panel data from 2007 to 2020 and the difference-in-differences (DID) method, we find that the establishment of the explicit DI system in China increases bank systemic risk, while the implementation of RAP alleviates this negative impact by reducing systemic risk. We further find the mechanism behind this phenomenon that bank profit acts as a mediator. We also find evidence for international heterogeneity using cross-country data and show that, as China has a longstanding implicit government guarantee, the establishment of explicit DI actually reduces the extent to which banks are protected, thus increasing bank systemic risk. Our study highlights the specificity of Chinese DI system, offers important policy implications for the design of financial safety nets in China and worldwide. 相似文献
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欧美网络保险的最新发展及对我国的启示 总被引：2，自引：0，他引：2
随着互联网的兴起和快速发展,保险业正经历着一次重大变革。欧美国家的保险公司利用互联网等信息技术解决实际业务问题,为代理人、客户、潜在客户、合作伙伴提供各种服务,大幅降低了成本,并提高了业务效益、内部运营效率和合作有效性。本文主要分析了欧美网络保险的发展状况,并找出我国发展网络保险的差距。我国应该借鉴国外经验,结合国内有利环境,重点解决网络安全、风险控制和网上支付等技术瓶颈,全方位发展网络保险,以促进我国民族保险业的高效、快速发展,使之以全新的姿态积极参与国际保险市场的竞争。 相似文献
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自1979年我国保险业复业以来,风险一直伴随着我国保险业的成长。以1990年第一篇关于我国保险公司风险管理的文献为起点,国内学术界为推动保险业风险管理做出了不可磨灭的贡献。结合历史的脚步,以风险识别为主要探讨对象,本文从十多篇具有代表性的文献中找到了一点点认知演进的足迹。在全球金融危机渐渐远去,后危机时代到来的大背景下,认识我国保险业过往风险历程以及研究成果,对指导将来的实践与进一步研究具有重要意义。 相似文献
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自然灾害的频繁发生所造成的损失逐年攀升.对于巨灾损失我国政府已习惯于采取财政的手段来应对一个个非预期的巨额窟窿,这在一定程度上影响了我国经济的健康可持续发展、社会稳定和国家安全.鉴于世界其他国家应对巨灾采取的再保险措施,我国政府可根据我国政治体制和法律完善程度来建立再保险市场,利用市场来分散巨灾风险,而非利用财政与自然... 相似文献
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处于经济社会转型期的当代中国所面临的社会风险比以往任何时候更具复杂性和威胁性,社会风险管理面临严重挑战。通过阐述国际社会风险管理的新理念和趋势、分析现实中国的主要社会风险及其风险源,提出创新运用保险技术分解社会风险的必要性、可行性和现实路径及方法。重点提出通过商业保险对社会风险源的定性、定量分析,转化部分社会风险成可保风险,达到相应社会风险的被分解和预控。 相似文献
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效率与稳定一直是保险市场发展的重要目标,而保险企业的风险管理则是保险市场稳定、有效运行的微观基础,因此,监管机构一直关注保险公司的风险管理问题,保险监管的演进历史也验证了这一点。其实,保险监管创新在很大程度上是为了提升保险公司的风险管理水平,而企业风险管理能力的提升也是保险监管创新的重要动力,两者相互促进、相互影响。次贷危机后兴起的新新凯恩斯主义强调宏观监管要基于微观组织的视角,具体到保险监管来说,就是从企业风险管理的视角出发,实现监管思路从传统的偿付能力、公司治理和市场行为三支柱监管向动态偿付能力、风险管理要素及可持续风险新三支柱监管转变。 相似文献
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Thomas Møller 《Finance and Stochastics》2001,5(4):419-446
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战略风险管理模式是金融企业比较流行的一种全面风险管理模型。本文在分析养老保险公司业务经营及风险管理特殊性的基础上,应用战略风险管理基本思想,提出了当前形势下养老保险公司风险管理的核心问题,并对公司目前面临的风险类别、风险因素以及风险管控措施进行了分析研究。 相似文献
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近年来,工程风险的增加使得银行在工程贷款项目中承担的风险也随之加大。通过对我国银行工程项目贷款风险管理现状和工程项目贷款风险评估体系存在的问题分析,发现工程风险对贷款偿还存在巨大的影响未被考虑。建议在工程贷款风险管理中,利用工程专家科学评估工程风险的同时,积极利用避险工具防范工程贷款风险。 相似文献