【作者】 高舜嘉；

【导师】 林宝清；

【作者基本信息】 厦门大学 ， 保险学， 2008， 博士

【摘要】 随着社会经济的发展,风险导致的经济损失日益增大,保险公司承担的责任也越发重大,保险公司由此产生了风险转嫁、控制经营风险、保证财务稳定的需求,再保险应运而生。我国财险再保险市场起步较晚,存在财险再保险供求失衡、再保险安排不合理、定价机制不成熟、再保险监管不完善等问题,这些问题的存在束缚了我国财产保险业的健康发展。本文的研究,旨在以解决我国财险再保险供求平衡为起点,提出为各财险承保风险“量体裁衣”的财险再保险安排方式、再保险定价策略,解决财险再保险监管框架存在的问题,以此再造我国财险再保险市场。鉴于以上研究目的,本文将主体部分的写作做了如下安排:第一章“我国财险再保险需求研究”定性分析和定量分析相结合,研究我国财险再保险需求的现状及需求影响因素。第二章“我国财险再保险供给研究”从我国财险再保险的供给现状入手,提出我国财险再保险供给不足的三个表现:现实供给不足、部分财险公司有效供给不足、部分财险公司有效供给剩余但供给意愿不足,并剖析供给不足的几个成因:供给主体不健全、资本金和技术欠缺、直接保险公司之间恶性竞争以及再保险合同双方之间道德风险的存在。第三章“我国财险再保险供求实证分析——基于破产概率模型”应用破产概率模型对当前我国财产保险公司面临赔付率居高不下时的合理自留保费倍数进行实证,并依此重新分析我国财险再保险有效供求状况。第四章“调节我国财险再保险供求的定价策略”对我国财产保险承保风险根据保险公司经营风险大小进行划分,提出不同经营风险等级的承保风险适用的再保险方式,并对其提出相应的定价策略。第五章“我国财险再保险市场再造”先提出我国理想的财险再保险市场模式,后通过建立多主体财险再保险分保机制、强化财险再保险需求、创新再保险产品、构建巨灾风险管理体系来构建我国财险再保险市场供求均衡;最后提出完善我国财险再保险监管框架的政策建议。本文的创新点主要在于对我国财险再保险需求影响因素进行实证研究、对我国财险公司自留保费倍数进行实证研究、对我国财险公司承保风险根据保险公司经营风险大小进行分类并对分类风险进行再保险方式选择和定价这三个方面。更多还原

【Abstract】 Along with the development of society and economy, the losses caused by risk rise day by day and the responsibility of insurance company increased tremendously. The demand of risk dispersing calls for the emergence of reinsurance. Chinese property reinsurance market came into being later than many foreign countries , so it still lies some problems , such as the disequiliburim of property reinsurance between the demand and the supply, the irrationality arrangement of property reinsurance, the imperfect pricing mechanism, the imperfect supervise system of the property reinsurance market and so on. These dilemmas seriously restrict the development of Chinese property insurance market. The purpose of this paper is to propose a possible strategy to rebuild the property reinsurance market of China through some measures, such as equiliburim of property reinsurance between the demand and the supply, the rationality arrangement of property reinsurance, the competitive pricing mechanism, the integrate supervise system of the property reinsurance market and so on. The arrangement of the paper takes the following ways:Chapter 1, "Research on the Demand of Chinese Property Reinsurance". In this chapter I empirically study on the demand and its influencing factors of Chinese property reinsurance.Chapter 2, "Research on the Supply of Chinese Property Reinsurance". In this chapter I empirically study on the supply and its influencing factors of Chinese property reinsurance.The shortage of property reinsurance supply in China include three points, including the shortage of real supply, the shortage of some insurers’ virtual supply, the shortage of will to supply. Through pointing out the shortage of property reinsurance supply in China, I give out the main reasons of this problem as follow: the incompletion of principle parts, the lack of capital and technology, the vicious competition between property insurance companies and the existence of moral hazard.Chapter 3 , "The Empirical Study on Supply-demand of Chinese Property Reinsurance: on the Model of Bankruptcy Probability". In this chapter I empirical study on the appropriate premium written multiples of property insurers under the situation of high claim ratio, and analysis the supply and demand of Chinese Property Reinsurance.Chapter 4, "Pricing Strategies of Chinese Property Reinsurance for Supply and Demand Balance". In this chapter I compartmentalize all insurance risks into three kinds with the grade of operational risk. By doing so, I give some advices to choosing the reinsurance fashion and pricing strategies of these three kinds.Chapter 5, "The Reconstruction of Chinese Property Reinsurance Market". Based on the former study, this chapter gives some advices to the reconstruction of Chinese propery reinsurance, such as choosing the pattern of Chinese propery reinsurance market, building the property reinsurance mechanism of numerous participants, strengthening the demand of property reinsurance, buliding up catastrophe controlling system, innovating reinsurance products, clearing the object of indirect supervision, improving the supervision on reinsurance participants, establishing the supervision on reinsurance contract.The paper tries to make breakthroughs in following three areas: Firstly, I try to empirically study on the influencing factors for the demand of Chinese property reinsurance. Secondly, I empirically study the maximums premium written of Chinese property insurers, and definitude the range of undirect supervision of Chinese property reinsurance. Finally, I compartmentalize all insurance risks into three kinds with the grade of operational risk. By doing so; I give some advices to choosing the reinsurance fashion and pricing for these three kinds.更多还原