保险公司操作风险损失分布量化及其应用

A Research on the Distribution of Operational Risk-Related Lossesof Insurance Companies and Its Application

为探讨适合我国保险公司操作风险量化模型应用,本文尝试使用损失分布法对操作风险损失分布进行量化研究,并运用案例对某保险公司操作风险损失数据取得经验分布,寻找损失数据的规律,评估其风险影响程度,并使用该模型进行风险监控,有助于保险公司对未来风险及时防范。国内保险公司可以积极尝试建立本公司操作风险损失数据库,并探索操作风险数据量化分析模型,有助于提高公司操作风险管理水平,提升决策的科学性和稳健性。

In this paper,we attempted to use the loss distribution approach for operational risks to studythe quantitative modeling method suitable for Chinese insurance industry. We used case analysis to obtain the empirical distribution of operating risk-related loss data of an insurance company, sought for the rule of loss data, and evaluated the impact of risks. Using this model for risk monitoring can help insurance companies to guard against future risks. Domestic insurance companies can seek to establish the company＇s operational risk-related loss database and explore the quantitative analysis model of operational risk data, which is helpful for improving their operational risk management and scientific and prudent decision making.