偿付能力额度的计算模型

Solvency Margin Calculation Model

偿付能力额度是偿付能力监管中的核心。计算合理的偿付能力额度具有非常重要的现实意义 ,本文中利用风险理论的基本理论 ,并加以发展和近似 ,结合实际中的保险市场 ,构造了计算偿付能力额度的模型。并且 ,还根据再保险的情况 ,构造了比例再保险时偿付能力额度的计算模型。这些模型都是根据实际保险市场构造的 ,计算较为简单 ,数据都能从实际市场中得到 ,具有较强的可行性。

Solvency margin is the core of the solvency regulation. It's very important to get reasonable solvency margin. The model to calculation solvency margin is got on the foundation of risk theory. It suits with the reality of insurance market and develops the idea of risk theory. Then, according with the difference of reinsurance, different models are got. All the data used in those models can get from insurance market directly, and they are very easy to get results. So, it shows that those models are very feasibility.