基于损失分布的产险公司保险保障基金构成机制研究

保险保障基金制度是为了确保保单持有人利益和完善保险企业退出机制而建立的特殊制度。保险保障基金的筹集是保险保障基金制度的核心内容，它直接关系到保险保障基金制度的有效运行。本文以产险公司为例，通过拟合损失分布，从保单定价的盈亏平衡原理和产险公司实际偿付能力出发，给出了产险公司破产时，保险保障基金的期望损失计算公式，并提出相关参数的估计方法，对建立保险保障基金的风险缴纳比例机制有一定的借鉴意义。

Risk-Based Premium for Insurance Guaranty Funds of Non-life Insurance Company

The Insurance Guaranty Fund is collected for the purpose of protecting the policyholders' interests and improving the insurance company bankruptcy mechanism.The pricing method of the fund,which can influence the operating efficiency of the Insurance Guaranty Fund system,is the key issue.In this paper,we focus on the non-life insurance company.And based on the loss distribution,the parameters of which can be estimated by certain method,the expected loss of the fund is formulated by referring to the specific policies premiums and the practical solvency.This study can benefit the risk-based pricing of the Insurance Guaranty Fund to some degree.