非寿险偿付能力影响因素的实证分析
财经研究 2001 年 第 27 卷第 07 期, 页码:23 - 27
摘要
参考文献
摘要
本文对影响中国非寿险保险市场偿付能力的各种内部和外部的因素进行了定性的分析。然后根据我国保险市场有效数据少的特点,利用灰色关联分析对各种影响因素进行了定量分析。最后得出了各种风险对偿付能力的影响程度,分析了外部因素和内部因素对偿付能力的相对重要性,并且还分析了目前中国非寿险保险公司的偿付能力应该防范的最大风险,提供给保险监管部门和保险公司参考。
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[2]刘思峰,郭天榜,党耀国.灰色系统理论及其应用[M].北京:科学出版社,1999.
[3] Ambrose, Jan M And J. Allen Seward 1998. Best's Ratings Financial Ratios and Prior Probabilities in Insolvency Prediction[J]. Journal of Risk and Insurance,55:229?44.
[4]Barniv,Ran and Adi Raveh. 1989. Identifying Financial Distress: A New Nonparametric Approach[J]. Journal of Business Finance and Accounting, 16:361 ?83.
[5] Munch, P. and D. Smallwood. 1980. Solvency Regulation in the Property-Casualty Insurance Industry Empirical Evidence[J]. Bell Journal of Economics, 11:261?79.
[6]Winter,Ralph A. 1991. The Liability Insurance Market[J]. Journal of Economic Perspectives,5:115?36.
引用本文
粟芳, 俞自由. 非寿险偿付能力影响因素的实证分析[J]. 财经研究, 2001, 27(7): 23–27.
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