保险公司风险导向型资本监管约束风险了吗?
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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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