【摘要】：財(cái)產(chǎn)保險(xiǎn)公司的盈利模式是通過(guò)聚攏風(fēng)險(xiǎn)分散風(fēng)險(xiǎn)來(lái)獲取合理的利潤(rùn)。因此,風(fēng)險(xiǎn)管理能力始終是財(cái)產(chǎn)保險(xiǎn)公司的核心競(jìng)爭(zhēng)力。全面風(fēng)險(xiǎn)預(yù)警系統(tǒng)作為風(fēng)險(xiǎn)管理的其中一環(huán),具有重要的現(xiàn)實(shí)意義。 本文擬從財(cái)產(chǎn)保險(xiǎn)公司全面風(fēng)險(xiǎn)預(yù)警系統(tǒng)為切入點(diǎn),系統(tǒng)的分析某財(cái)產(chǎn)保險(xiǎn)公司當(dāng)前面臨的風(fēng)險(xiǎn)狀況。并分析其風(fēng)險(xiǎn)類(lèi)型、風(fēng)險(xiǎn)特點(diǎn)及風(fēng)險(xiǎn)成因。重點(diǎn)闡述在COSO-ERM框架下某財(cái)險(xiǎn)公司如何識(shí)別風(fēng)險(xiǎn),分析風(fēng)險(xiǎn)和化解風(fēng)險(xiǎn)。以COSO-ERM理論為基礎(chǔ),設(shè)計(jì)適合目前某財(cái)險(xiǎn)公司風(fēng)險(xiǎn)狀況的全面風(fēng)險(xiǎn)預(yù)警指標(biāo)體系。 在全面風(fēng)險(xiǎn)分析的基礎(chǔ)上,對(duì)某財(cái)險(xiǎn)公司全面風(fēng)險(xiǎn)預(yù)警系統(tǒng),提出適合該公司經(jīng)營(yíng)實(shí)際情況的建議。適度增強(qiáng)公司的業(yè)務(wù)能力,加強(qiáng)償付能力和資產(chǎn)管理能力的管理,并建議將有限的管理資源合理配置給對(duì)自留保費(fèi)管理、責(zé)任準(zhǔn)備金管理和成本管理方面的風(fēng)險(xiǎn),以實(shí)現(xiàn)風(fēng)險(xiǎn)預(yù)警和風(fēng)險(xiǎn)管控的最佳效用。 基于目前國(guó)際上流行的全面風(fēng)險(xiǎn)管理(ERM)理念,依照社會(huì)上普遍所能接受的企業(yè)風(fēng)險(xiǎn)預(yù)警原理,構(gòu)建某財(cái)產(chǎn)保險(xiǎn)公司全面風(fēng)險(xiǎn)預(yù)警系統(tǒng)。按照“定義預(yù)警目標(biāo)-識(shí)別風(fēng)險(xiǎn)要素-設(shè)計(jì)預(yù)警指標(biāo)-設(shè)計(jì)預(yù)警模型”的基本結(jié)構(gòu)。首先對(duì)調(diào)查問(wèn)卷收集的數(shù)據(jù)和該財(cái)險(xiǎn)公司的財(cái)務(wù)報(bào)表數(shù)據(jù)進(jìn)行處理。依次運(yùn)用離差法、主成分分析方法、模糊綜合評(píng)估法對(duì)其進(jìn)行風(fēng)險(xiǎn)評(píng)估,獲得歷史年度綜合風(fēng)險(xiǎn)預(yù)警值,并分別對(duì)其結(jié)果進(jìn)行統(tǒng)計(jì)檢驗(yàn)。最后獲得有效的全面風(fēng)險(xiǎn)預(yù)警指標(biāo)系統(tǒng)幫助財(cái)產(chǎn)保險(xiǎn)公司進(jìn)行風(fēng)險(xiǎn)預(yù)警。
[Abstract]:The profit model of property insurance company is to obtain reasonable profit by collecting risk and dispersing risk. Therefore, risk management ability has always been the core competitiveness of property insurance companies. As an important part of risk management, comprehensive risk early warning system has important practical significance. This paper intends to analyze the current risk situation of a property insurance company from the point of view of the comprehensive risk warning system of the property insurance company. And analyzes its risk type, risk characteristics and risk causes. This paper focuses on how to identify risks, analyze risks and resolve risks in a property insurance company under the framework of COSO-ERM. Based on COSO-ERM theory, a comprehensive risk early warning index system is designed, which is suitable for the risk situation of a property insurance company at present. On the basis of comprehensive risk analysis, the paper puts forward some suggestions on the comprehensive risk early warning system of a certain property insurance company in accordance with the actual operating conditions of the company. To strengthen the business ability of the company, strengthen the management of solvency and asset management ability, and recommend that the limited management resources should be allocated to the risk of keeping premium management, liability reserve management and cost management, To achieve the best effectiveness of risk early warning and risk management. Based on the concept of comprehensive risk management (ERM) which is popular in the world at present and according to the principle of enterprise risk warning which is generally accepted in the society, a comprehensive risk early warning system for a certain property insurance company is constructed. According to the basic structure of "defining early warning target-identifying risk elements-designing early warning index-designing early warning model". Firstly, the data collected by the questionnaire and the financial statement data of the insurance company are processed. In turn, the deviation method, principal component analysis method and fuzzy comprehensive evaluation method are used to evaluate the risk, and the comprehensive risk early warning value of historical year is obtained, and the results are statistically tested. Finally, an effective comprehensive risk early warning index system is obtained to help property insurance companies to carry out risk early warning.
【學(xué)位授予單位】：浙江工業(yè)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類(lèi)號(hào)】：F842.3;F272.3

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1 鄭彥;基于ERM理論的財(cái)產(chǎn)保險(xiǎn)公司風(fēng)險(xiǎn)預(yù)警研究[D];浙江工業(yè)大學(xué);2014年

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本文編號(hào)：2306209