摘要
“偿二代”监管规则的实施使我国偿付能力监管对保险资金运用的约束改变,基于可变规模报酬Super-SBM模型测算得到财险资金运用效率,可对不同偿付能力监管规则约束下财险资金运用效率的提升路径进行研究。实证发现“偿二代”对财险资金运用的约束比“偿一代”更加严格,规模因素对财险资金运用效率的影响减弱,风险因素的影响增强。控制投资风险,培养专业人才,注重投资管理策略的不断更新发展,是财险资金运用效率提升的关键。
The implementation of China’s Risk-oriented Solvency System has changed the constraints of solvency system on insurance funds usage.Based on the variable return to scale Super-SBM model,the path to improve property insurance funds usage efficiency under different solvency system can be researched.This research finds that there is more stringent constraints of C-ROSS than before.The influence of scale on property insurance funds usage efficiency is weakened while the influence of risk is enhanced.The key to improve the efficiency of property insurance funds usage is to control the investment risk,cultivate professional talents and pay attention to the continuous development of investment management strategies.
作者
孙健
张骥
SUN Jian;ZHANG Ji(School of Insurance,University of International Business and Economics,Beijing 100029,China)
出处
《烟台大学学报（哲学社会科学版）》
CSSCI
北大核心
2019年第6期99-106,共8页
Journal of Yantai University(Philosophy and Social Science Edition)
基金
北京市社会科学基金重大项目“北京市金融风险预警与防范研究”(17ZDA26)
