| 论寿险公司资产投资风险的监管 |
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| 引用本文： | 唐汇龙,许闲,覃展辉.论寿险公司资产投资风险的监管[J].审计与经济研究,2008,23(5). |
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| 作者姓名： | 唐汇龙 许闲 覃展辉 |
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| 作者单位： | 1. 南京审计学院,金融学院,江苏,南京,211815
2. 卡尔斯鲁厄大学,德国,卡尔斯鲁厄,D-76133 |
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| 摘 要： | 按照国际惯例，寿险公司监管的核心是偿付能力监管，而偿付能力监管体系中的重点则是确定资产投资风险的风险值。构建对资产投资风险运用参数进行测算的模型，以确定偿付能力额度中资产投资风险的大小。
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| 关 键 词： | 寿险公司 保险监管 偿付能力 资产投资 市场风险 |
Supervision over the Assets Investment Risks in China Life Insurance Company |
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| TANG Hui-long,XU Xian,QING Zhan-hui.Supervision over the Assets Investment Risks in China Life Insurance Company[J].Economy & Audit Study,2008,23(5). |
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| Authors: | TANG Hui-long XU Xian QING Zhan-hui |
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| Institution: | TANG Hui-long1,XU Xian2,QING Zhan-hui1(1.School of Finance,Nanjing Audit University,Nanjing 211815,China,2.Institute of Insurance University of Karlsruhe,Karlsruhe D-37073,Germany) |
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| Abstract: | The solvency supervision is the core component of life insurance supervision in the international practice.This paper presents a constructive proposal for the China solvency supervision system to determinate the assets investment risks in the life insurance.The model therefore focuses on the credit risk,the market risk as well as the concentration risk and measures to avoid all these risks by using different parameters to determine the asset investment risks. |
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| Keywords: | life insurance company insurance supervision solvency assets investment market risks |
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