摘要
财险公司在防范利率风险时,需要采用对利率变动反应灵敏的策略。大多数的研究都不太重视这个问题,认为财险公司可以通过再保险安排来解决利率风险问题。本文利用期望效用理论证明了财险公司不能依靠再保险来防范利率风险。而后,通过一个算例直观地说明了利率变动与财险公司保费策略之间的关系,并结合我国的保险实践提出了解决方案。
Preventing interest rate risk for property insurers requires appropriate strategies which are sensitive to interest rate changes. Most previous studies have not attached importance to the problem because they considered that property insurers could resolve interest rate risk by means of reinsurance. This article proves that reinsurance can not be used to resolve interest rate risk by property insurers. Then the paper illuminates the relationship between interest rate changes and the premium through a mathematic example, and proposes some solutions according to our insurance practice.
出处
《经济管理》
CSSCI
北大核心
2006年第2期92-96,共5页
Business and Management Journal ( BMJ )
关键词
利率风险
财险公司
保费
再保险
interest rate risk
property insurers
premium
reinsurance
