保险公司风险导向型资本监管约束风险了吗?

占梦雅; 李  静; 曾林蕊

保险公司风险导向型资本监管约束风险了吗?

引用本文：占梦雅，李静，曾林蕊.保险公司风险导向型资本监管约束风险了吗?[J].财经理论与实践,2022,(4):35-42

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作者	单位
占梦雅，李静，曾林蕊	（华东师范大学经济与管理学部统计学院，上海 200062）

中文摘要:结合前景理论和期前结果影响理论，基于均值-方差框架构建数理模型，并依据成熟保险市场数据，理论分析和实证检验风险资本监管有效性。结果表明：风险资本监管能有效约束处于“损失状态”的保险公司，但对处于“盈利状态”的保险公司风险约束有限，风险资本监管有效性因市场而异。鉴于此，研究能够完善风险导向型资本监管的理论，为我国保险公司偿付能力监管提供理论支持。

中文关键词:保险公司风险导向型资本监管有效性

Does Risk-Oriented Capital Regulation of Insurance Companies Constrain Risk?

Abstract:Based on the mean-variance framework combined with prospect theory and pre-period result impact theory, a mathematical model is constructed, and with mature insurance market data, the effectiveness of risk-oriented capital regulation is tested theoretically and empirically. The results show that risk-oriented capital regulation can effectively constrain insurance companies which are in a “relative loss state”, but limited risk constraints for insurance companies in a “profit state”, and the effectiveness of risk capital regulation varies from market to market. In view of this, research can improve the theory of risk-oriented capital regulation and provide theoretical support for China’s insurance solvency supervision.

keywords:insurance company risk-oriented capital regulation effectiveness

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