财务再保险与偿付能力最适边界和可解决域研究

Research on the Most Suitable Border and Resolvable Domain of Financial Reinsurance and Solvency

偿付能力监管是现代保险监管方法的重要组成部分,更是衡量保险公司经营稳定与安全性的主要指标,如何改善偿付能力是保险业界必须讨论和研究的热点问题。再保险特别是财务再保险,由于其自身所具有的本质特性,将成为改善保险公司偿付能力的主要手段之一。本文基于再保险的角度去探索改善保险公司偿付能力的途径,从财务再保险的基本理论出发,介绍了财务再保险的定义、特征和分类,并结合保险公司偿付能力的有关知识分析了二者之间的关系。通过模型计算,得出了财务再保险与偿付能力最适边界和可解决域,这将极大的方便保险公司在购买财务再保险时的决策。

The regulation of Solvency is an important companies＇ operation in modem insurance supervision. How measure for the stability and security of insurance to improve the solvency of the insurance industry is a hot issue to be discussed and studied. Reinsurance, especially financial reinsurance, with its own nature of i- dentity, is an effective way to improve the solvency of insuran, ,e companies. This article,based on the perspec- tive of reinsurance, tries to find ways to improve the solvency of insurance companies. To initiate the basic theo- ry and introduce the definition,characteristics and classification of financial reinsurance, furthermore specify the relation between the insurance company solvency and financial reinsurance. Finally, through the model simula- tion, we got the solvency border and solying domain between financial reinsurance and the solvency which will facilitate the executive＇ s decision - making about how to adopt the financial reinsurance.