摘要
企业整体化风险管理是20世纪90年代出现的新概念,是风险管理理念的一次革命。但整体化风险管理在实际中的应用却发展缓慢,缺乏风险整合技术是一大障碍。运用Monte-Carlo模拟和情景分析方法,以多风险因素保险计划为例,建立的整体风险的定量化评估模型,可以为整体风险管理中的关键步骤——风险损失的整体评估,提供一种可操作的方法。该模型有一定的扩展性,可用于解决具有不同类型、相关关系复杂的各种风险因素的整合问题。
As a revolution of risk management theories, holistic risk management was a new concept emerged in the 1990＇s. However, the holistic risk management concept＇s application was a slow process mostly due to the lack of risk integration technologies. The quantitative appraisal model for holistic risks based on Monte-Carlo simulation and scenario analysis method in the situation of multi-risk insurance plan provides a practical method for the key step in holistic risk management - holistic appraisal of risk losses. This model is scalable and can be applied to solve the integration problem of various risk factors with different characteristics and complicated relationship.
出处
《保险研究》
CSSCI
北大核心
2007年第5期59-63,共5页
Insurance Studies
关键词
风险管理
整体化风险管理
风险整合
risk management
holistic risk management
risk integration
