本文選題：償付能力 + 綜合性保險公司��； 參考：《東北財經大學》2015年碩士論文

【摘要】：保險業(yè)已經發(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。保險公司的償付能力表示一種“經濟補償能力”。如果保險公司出現(xiàn)償付能力不足的情況,不僅會影響到本公司,而且會對整個保險業(yè)、甚至整個國民經濟的穩(wěn)定發(fā)展產生影響�？v觀保險業(yè)的發(fā)展歷史中,美國和日本都曾發(fā)生過嚴重的償付能力危機。因此,為了消除償付能力危機對保險業(yè)的影響,各國家都逐漸把償付能力的監(jiān)管放在保險監(jiān)管的核心地位。對中國的保險公司而言,對償付能力的最低標準是滿足保監(jiān)會的基本要求,中國保險監(jiān)督委員會對保險公司進行監(jiān)管的唯一綜合指標是“償付能力充足率”,沒有對綜合性保險公司和專業(yè)性保險公司進行區(qū)分,但從2014年各保險公司公布的信息來看,各保險公司的償付能力充足率均已達到保監(jiān)會的標準。在此基礎上,本文對綜合性保險公司和專業(yè)性保險公司的償付能力進行對比研究。本文第一章主要介紹了本文選題的背景,相關文獻綜述以及創(chuàng)新點和不足：第二章主要對保險及保險公司的分類進行了簡單的介紹,這部分的重點是從收入和支出兩個方面把保險公司分為綜合性保險公司和專業(yè)性保險公司,將本文所研究的107家保險公司分為70家綜合性保險公司和37家專業(yè)性保險公司；第三章先對償付能力的概念、影響因素、風險和監(jiān)管進行了詳細的說明。接著介紹了主要發(fā)達國家的償付能力監(jiān)管模式,并將中國的監(jiān)管模式與國外的監(jiān)管模式進行對比,強調了償付能力在保險監(jiān)管中的重要性；第四章對本文所選擇的研究方法的基本思想和具體分類進行介紹,作為后面實證研究的理論基礎。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證分析部分。本文數(shù)據來自各保險公司在其官網披露的年度信息報告(2013-2014)及2014年中國保險年鑒。根據2003年中國保險監(jiān)督委員會發(fā)布的《關于保險公司償付能力額度及監(jiān)管指標管理規(guī)定》,考慮到對財險公司和壽險公司的共同影響,選擇12個償付能力監(jiān)管指標,計算得出具體數(shù)據,認可資產與認可負債的確定尤為重要。為了精簡指標,消除共線性對研究結果的影響,通過主成分分析和因子分析提取出5個與償付能力密切相關的公因子。根據判別分析和logistic回歸對因變量的要求,將償付能力充足率小于500%的保險公司賦值為1,將償付能力充足率介于500%-1000%的保險公司賦值為2,將償付能力充足率大于1000%的保險公司賦值為3。在判別分析過程中,通過檢驗排除2個與償付能力關系較小的指標,得到：在綜合性保險公司中,償付能力一般的保險公司占70%；償付能力較好的保險公司占15.7%；償付能力非常好的保險公司占14.3%；在專業(yè)性保險公司中,償付能力一般的保險公司占83.8%；償付能力較好的保險公司占10.8%；償付能力非常好的保險公司占5.4%,正判率為83.4%。在logistic回歸過程中,最終確定兩個公因子,將類別1設置為參考,對樣本進行分類。得到：在綜合性保險公司中,償付能力一般的保險公司占81.4%；償付能力較好的保險公司占2.9%；償付能力非常好的保險公司占15.7%；在專業(yè)性保險公司中,償付能力一般的保險公司占97.3%；償付能力非常好的保險公司占2.7%,正判率為87.9%。最后得出結論：綜合性保險公司償付能力好于專業(yè)性保險公司,并且正判率均已達到標準；但在初期對保險公司償付能力進行分類時,對于類別2的界限還需要作進一步的調整。相應地提出如下建議：保監(jiān)會可以適當加強對專業(yè)性保險公司的償付能力監(jiān)管；各保險公司也應根據自身的情況,對經營業(yè)務的范圍進行合理的調整,合理預測將面臨的風險,以促使本公司可以健康、長久的發(fā)展。針對綜合性保險公司和專業(yè)性保險公司的劃分、償付能力的對比分析、能否將判別分析和logistic回歸用于保險公司償付能力的預測方面等問題,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.
【學位授予單位】：東北財經大學
【學位級別】：碩士
【學位授予年份】：2015
【分類號】：F842.3

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