摘要
在经济形势不稳定情况下,互助保险存在较高的资金稳定性风险。为此在建立了MI基金资金积累、证券化影响以及稳定性模型基础上,提出了一种模拟MI基金的积累和支出过程,同时考虑了保险支付随机流动的时空分布的模型。同时,该方法可以通过模拟建模过程获得的样本,且能根据资产证券化参数评估互助保险的稳定性特征。通过仿真,其结果验证了这种方法的优越性能,说明引入证券化机制可提高MI基金的稳定性。
In the unstable economic situation,mutual insurance has a high risk of capital stability.Based on the establishment of the model of fund accumulation,securitization effect and stability of MI,this paper proposes a model to simulate the process of fund accumulation and expenditure of MI.The model takes into account the temporal and spatial distribution of random flow of insurance payment.At the same time,the method can evaluate the stability characteristics of mutual insurance through the samples obtained from the simulation modeling process and according to the asset securitization parameters.Through the simulation analysis,the results verify the superior performance of this method,which shows that the introduction of securitization mechanism can improve the stability of MI fund.
作者
葛联迎
GE Lianying(School of finance,Xi’an Eurasia University, Xi’an 710065, China)
出处
《微型电脑应用》
2021年第11期50-52,共3页
Microcomputer Applications
基金
陕西省教育厅科研项目2018年度课题(18JK1054)。
关键词
互助保险
证券化机制
稳定性
风险评估
mutual insurance
securitization mechanism
stability
risk assessment
