论文标题:财险公司产品市场定价模型研究
Study on Market Pricing Models of Property-Casualty Insurance Company Products
论文作者 连锦泉
论文导师 林宝清,论文学位 博士,论文专业 金融学
论文单位 厦门大学,点击次数 154,论文页数 234页File Size14826k
2004-05-01论文网 http://www.lw23.com/lunwen_45290567/ 财险产品;市场定价;模型研究
Property-casualty insurance products; market pricing; model study.
当代金融混业经营加速了保险与金融的相互渗透与互动发展，保险经营收益从以承保为主转变为以投资为主，保险公司已从传统型保险公司发展为金融型保险公司。在经营模式和经营收益发生变化的今天，保险精算定价模型已很难适应新的经营环境。实践的变化需要理论的创新，它需要保险理论工作者从理论的高度，研究和建立金融型保险产品市场定价模型，以解决保险实践遇到的难题。同时，保险产品定价是保险经济学研究的基础问题，是保险经济学与金融经济学交叉的前沿，保险产品定价理论的定性、定量研究，对保险经济学学科建设起着基础性作用。 本文以金融型保险商品概念注释当代保险经济与金融经济的融合，在金融型保险公司经营理论基础上，提出金融型保险公司的产品市场定价理论。论文以此为研究的出发点，在定性定量研究金融型保险公司在保险市场与资本市场经营规律的基础上，建立金融型保险公司经营模型，并以此建立金融型保险公司的保险产品市场定价模型。 全文共分为五章： 第一章作为理论先导，研究传统保险商品论、金融资产论及金融型保险商品论，并分析传统型保险公司、金融中介型保险公司及金融型保险公司的经营模式及特性。本章最后在介绍和评价保险产品的精算定价理论与金融定价理论的基础上，在秉承金融型保险商品论和金融型保险公司经营模式论基础上，提出并建立保险产品市场定价理论。 第二章以微观经济学供给与需求理论为指导，在定性分析保险市场供给与需求基础上，以金融型保险公司的经营数据为样本，建立在新的经营环境下，保险市场供给与需求模型，为研究保险市场机制是如何实现保险与金融相互渗透与互动发展做好准备。 第三章以产业经济学为指导，在对两个具有代表性的中美保险市场结构进行实证研究的基础上，研究并建立垄断竞争市场与寡头垄断市场的竞争均衡模型，它和第二章一起阐述了保险市场机制是如何促使保险与金融相互渗透与互动发展。 第四章以现代公司金融理论为指导，研究金融型保险公司的筹资和投资模型，特别是从金融型保险公司具有掌管保险基金的角度出发，以筹资成本注释金融型保险公司的承保亏损，建立了保险与金融相互渗透与互动发展的纽带。 第五章在前面各章基础上建立金融型保险公司经营模型，并以此建立金融型保险公司的保险产品市场定价模型。最后，研究在市场均衡定价基础上，金融型保险公司的产品市场定价策略，从理论回到实践，以理论指导保险实践。
Contemporary composite operation for the finance industry has already accelerated the permeation and development between insurance and finance mutually, the insurance operation income has mainly transferred from underwriting to investment, the insurance company has already developed into financial-type insurance company from the traditional insurance company. Today, the operation mode and operation income has changed, the traditional pricing model that cost add to income has adapted the newly environment difficultly, the variety of practices requires theoretical innovation, which needs insurance researchers theoretically develop and establish the market pricing model of insurance products, to solve the questions that meets in insurance practices. At the same time, the pricing for insurance products is the basic problems in insurance economics and the frontier that insurance economics crosses with finance economics ,the qualitative and quantitative research on the pricing theory of insurance products, has become the foundation of insurance economics course developments.This article uses the concept for finance-type insurance to annotate the convergence between contemporary insurance economics and finance economics, on the basis of operation theory in financial-type insurance company, put forward the market pricing theories of the financial-type insurance company products. The thesis regards this as the departure point, after describing the operation rules of insurance market and capital market capital market for the financial-type insurance company qualitatively and quantitatively, builds the operation model and consequently establishes the market pricing model for the financial-type insurance company.The full text is divided into five chapters:As the first leading, Chapter 1 describes the theories of traditional insurance goods, finance assets and finance-type insurance goods, and analysis the mode and character of traditional, finance-intermediation and financial-type insurance company. At the later part this chapter introduces and evaluates the actuarial pricing theory and the financial pricing theory, adopting finance-type insurancegoods theory and the mode for finance-type insurance company, puts forward and builds the market pricing theory of insurance products.Under the guiding of the supply and demand theories in microeconomics, Chapter 2 firstly analysis qualitatively the supply and demand of insurance market, with the operation data of the financial-type insurance company for sample, under the newly environment establishes the models for supply and demand in insurance market, and makes prepares for the study how insurance market mechanism realizes insurance to permeate and develop with finance mutually.Under the guiding of industry economics, on the foundation of the empirical research on the structure of representative China and America insurance market, Chapter 3 studies and establishes the competitive equilibrium model of monopolistic competition market and oligopoly market, together with Chapter 2 describes how insurance market mechanism realizesUnder the guiding of modern corporation financial theories, Chapter 4 studies the financing and investment model for financial-type insurance company , especially from the view that the financial-type insurance company take charge of the insurance fund, using the cost of raising funds to annotate the underwriting loss of the financial-type insurance company, establishing the tie to realize insurance to permeate and develop with finance mutually.On the basis of the front parts, Chapter 5 establishes the operation model for financial-type insurance company, and consequently builds the market pricing model for financial-type insurance company products. Finally, after studying the equilibrium pricing of markets, describes the market pricing strategy for financial-type insurance company products, from the theories back to the practices, using the theories to guide the insurance practices.
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