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浅析“分类监管”对保险经纪公司的利好
分类监管 保险经纪公司 利好
2010/11/17
为增强保险监管的科学性、针对性和有效性，切实防范化解风险，中国保监会从2009年正式实施对产、寿险公司及保险专业中介机构的分类监管。分类监管制度推行一年多，正在成为中国保监会以风险控制为着眼点的一项综合监管的长效措施。笔者认为,分类监管制度持续深入推进，对保险专业中介机构特别是保险经纪公司而言，有着十分重要的有利影响。
透视欧盟商业健康保险
欧盟 商业健康保险
2010/11/17
每一个欧盟国家的健康保障体系都是由公共筹资的法定健康保险与商业健康保险(包括非盈利互助形式的健康保险)共同构成的，但商业健康保险在各国健康保健体系中的地位、市场规模，以及运作方式存在很大的差异。
Information-based models for finance and insurance
Information-based models finance insurance
2010/10/22
In financial markets, the information that traders have about an asset is reflected in its price. The arrival of new information then leads to price changes. The `information-based framework' of Brod...
Numerical methods for optimal insurance demand under marked point processes shocks
Optimal insurance stochastic control duality dynamic programming principle
2010/10/21
This paper deals with numerical solutions of maximizing expected utility from terminal wealth under a non-bankruptcy constraint. The wealth process is subject to shocks produced by a general marked p...
Optimal Timing to Purchase Options
optimal stopping delayed purchase premium martingale measures
2010/10/21
We study the timing of derivative purchases in incomplete markets. In our model, an investor attempts to maximize the spread between her model price and the offered market price through optimally timi...
浅谈我国自燃险的发展现状
自燃险 发展现状
2010/9/17
最近一段时间，南方的暴雨天气使得涉水险风靡一时。与此同时，全国范围持续多日的高温天气，也使得另外一个罕见的险种——自燃险，进入车主们的关注范围。曾经有气象部门预计,今年将是全球最热年。近期，各地不时传出车辆自燃的消息，但是当前，在国内保险市场上，车主对自燃险的了解还相当匮乏，购买自燃险的车主更是少之又少，这导致当事故发生时，车主面临很大的损失。
Chain ladder method: Bayesian bootstrap versus classical bootstrap
Claims reserving distribution-free chain ladder mean square error of prediction
2010/10/19
The intention of this paper is to estimate a Bayesian distribution-free chain ladder (DFCL) model using approximate Bayesian computation (ABC) methodology. We demonstrate how to estimate quantities o...
Optimal insurance demand under marked point processes shocks: a dynamic programming duality approach
Optimal insurance stochastic control duality optional decomposition
2010/10/21
We study the stochastic control problem of maximizing expected utility from terminal wealth under a non-bankruptcy constraint. The wealth process is subject to shocks produced by a general marked poin...
Log-supermodularity of weight functions and the loading monotonicity of weighted insurance premiums
Insurance premium Weighted premium Weighted distribution
2010/10/21
The paper is motivated by a problem concerning the monotonicity of insurance premiums with respect to their loading parameter: the larger the parameter, the larger the insurance premium is expected to...
The Anderson-Darling test of fit for the power law distribution from left censored samples
Power law distribution Complexity Goodness-of-fit
2010/10/20
Maximum likelihood estimation and a test of fit based on the Anderson-Darling statistic is presented for the case of the power law distribution when the parameters are estimated from a left-censored ...
Alarm System for Insurance Companies: A Strategy for Capital Allocation
Alarm System Insurance Companies Strategy Capital Allocation
2010/10/20
One possible way of risk management for an insurance company is to develop an early and appropriate alarm system before the possible ruin. The ruin is defined through the status of the aggregate risk...
We examine three methods of constructing correlated Student-$t$ random variables. Our motivation arises from simulations that utilise heavy-tailed distributions for the purposes of stress testing and...
We briefly review results on nonlinear kinetic equation of Boltzmann type which describe the evolution of wealth in a simple agents market. The mathematical structure of the underlying kinetic equatio...
Wealth distribution: To be or not to be a Gamma?
Econophysics Gamma distribution kinetic theory
2010/10/20
We review some aspects, especially those we can tackle analytically, of a minimal model of closed economy analogous to the kinetic theory model of ideal gases where the agents exchange wealth amongst ...
The Lehman Brothers Effect and Bankruptcy Cascades
Lehman Brothers Effect Bankruptcy Cascades
2010/10/18
Inspired by the bankruptcy of Lehman Brothers and its consequences on the global financial system, we develop a simple model in which the Lehman default event is quantified as having an almost immedia...