《保险研究》2013年第8期目录及摘要

相关链接：《保险研究》2013年第7期目录及摘要

对当前我国保险改革与发展问题的思考 （阅读全文）

项俊波

(中国保险监督管理委员会，北京 100140)

［摘要］当前，国内外经济形势错综复杂，保险业正面对新的风险和挑战，为真正建立保险强国，切实推进保险业改革和发展，本文全面分析保险业当前面临的形势，提出建立市场化的定价机制、市场化的资金运用机制和市场化准入退出机制的市场化改革方向；提出包括产品创新、渠道创新、管理创新为主要内容的商业模式创新思路；探讨了“三个找准”为指导的服务领域深化思路；最后，就监管改革提出了加快偿付能力制度建设、推进分类监管、找准“四个抓手”和坚持严格监管的具体措施。
［关键词］保险；改革；发展；市场化；创新；保险监管

A Reflection on Issues regarding the Reform and Development of the Insurance Industry in China

Xiang Junbo

(China Insurance Regulatory Commission, Beijing 100140)

Abstract：The domestic and international economic situations are quite complicated at the moment and the insurance industry is facing with new risks and challenges. For the purpose of establishing China as an important insurance power in the world and promoting reform and development of the insurance industry, the paper comprehensively analyzed the current situation faced by China''''''''''''''''''''''''''''''''s insurance industry. Then it proposed on the market-oriented reform directions characterized by a market-driven pricing mechanism, a market-driven insurance fund investment mechanism and a market-driven entry and exit mechanism; and offered some thoughts on business model innovation which mainly included product innovation, channel innovation and management innovation. It also elaborated on how to deepen fields of services under the guidance of “capturing the right problem”. Finally, on the issue of regulation reform, the paper stated that the regulator would accelerate the establishment of the solvency adequacy system, promote differentiated supervision, accurately locate the “four driving forces”,and continue with specific stringent supervision measures.

Key words：insurance; reform; development; marketization; innovation; insurance supervision

项俊波在《保险研究》上发表的其他文章：

2013年的中国保险监管工作

坚持 “抓服务、严监管、防风险、促发展” 促进保险业又好又快发展

城镇化视野下我国农业保险发展的若干思考

石晓军1  郭金龙2

（1.中国人民大学财政金融学院，北京 100872；2.中国社会科学院金融研究所，北京 100028）

［摘要］本文讨论了新型城镇化过程中土地流转、农业产业化以及人力资本意识觉醒为农业保险需求带来的增长机会。结合农业保险发展中存在问题的剖析和城镇化带来的发展机会，提出建立促进农业保险创新的财政补贴机制、建立多层次巨灾安全网、全方位提高农业保险产品服务、组织管理创新的具体建议。
［关键词］农业保险;城镇化;财政补贴;巨灾

Reflections on Agricultural Insurance Development amid the Trend of Urbanization in China

Shi Xiaojun1,Guo Jinlong2

(1.The School of Finance of RENMIN University of China,Beijing 100872; 2.Institute of Finance and Banking,Chinese Academy of Social Sciences,Beijing 100028)

Abstract：This paper held that land transfer,industrialization of agriculture and the awakening of human capital selfconsciousness in the process of new urbanization in China could significantly increase the demand of agricultural insurance. It then elaborated on existing problems for the development of agricultural insurance and the opportunities brought about by the trend of urbanization. Then the paper suggested that in order to promote agricultural insurance innovation,we should set up a fiscal incentive subsidy mechanism,establish a multilevel catastrophic safety net,thoroughly enhance agricultural insurance products and services,and undertake organization and management innovate.
Key words：agricultural insurance; urbanization; fiscal subsidy; catastrophe

石晓军在《保险研究》上发表的其他文章：

Solvency II和DFA的国际研究前沿综述和分析

中国银行保险中的监管干预及其影响

郭金龙在《保险研究》上发表的其他文章：

中国寿险产品供给及其影响因素分析

保单转让的理论与其市场发展

我国保险资金运用现状、问题及策略研究

非寿险公司偿付能力额度和现金管理的研究

Solvency II和DFA的国际研究前沿综述和分析

中国银行保险中的监管干预及其影响

保险市场效率理论研究综述

IAIS保险公司治理结构监管核心原则及对我国的启示

有限风险再保险监管的国际趋势及启示

环境污染责任保险的法律规范与政府责任选择

王小江  冯文丽

（河北经贸大学金融学院，河北 石家庄 050061）

［摘要］环境污染责任保险是保险业参与环境保护的重要工具之一，具有行政上的强制性和经营上的市场性特点。因而，既要有效地把握政府参与的尺度，又要调动保险公司参与的积极性，是保证建立环境污染责任保险长效机制的根本所在。本文通过对各省开展环境污染责任保险管理模式的对比分析，针对环境污染责任保险开展中的主要矛盾，在法律规范和政府责任的选择上进行了较为深入的探讨，为中国特色的环境污染责任保险的开展提供一点建议。
［关键词］环境污染责任保险；法律规范；政府责任

Legal Norms on Environmental Pollution Liability Insurance and Government Responsibility Choices

Wang Xiaojiang,Feng Wenli

(School of Finance,Hebei University of Economics and Finance,Hebei Shijiazhuang 050061)

Abstract：The environmental pollution liability insurance is one of the important tools for the insurance industry to participate into the field of environmental protection. It is both administratively mandatory but also marketoriented in operation. Thus,carefully tailoring the level of government involvement and mobilizing enthusiasm of insurance companies to participate in this business is vital for establishing a longterm effective mechanism for environmental pollution liability insurance. This paper made a comparative analysis of the environmental pollution liability insurance management modes in different provinces,addressed thoroughly the choice of legal norms and government responsibility in view of the main contradictions,and provided some suggestions for carrying out China’s environmental pollution liability insurance.
Key words：environmental pollution liability insurance;legal norms;government responsibility

冯文丽在《保险研究》上发表的其他文章：

财产保险合同转让的立法比较与启示

美国联邦儿童医疗保险制度评介

收入差距、金融发展与保险需求增长——来自全球40个国家的证据

李后建

（重庆大学经济与工商管理学院，重庆 400030）

［摘要］本文利用1995年～2005年全球40个国家的面板数据，将这40个国家划分为高收入、中等收入和低收入三类群体，考察了收入差距、金融发展及信用风险对保险需求的影响，实证结果表明：金融发展的各类指标对保险需求的作用具有显著差异性；同时在不同收入群体下金融发展对保险需求影响具有显著的差异性；金融发展引起的信用风险与保险需求呈反向变化；另外从整体上看亚洲金融危机造成的信用风险并没有对全球整体的保险需求造成负面影响，而从不同收入群体的估计结果来看，亚洲金融危机还促进了中等收入国家保险需求的增长，而对其他国家的保险需求没有显著的作用。
［关键词］收入差距；金融发展；保险需求；收入效应；信用风险

A Study on Relationship between Income Differential,Financial Development and Insurance Demand—Evidences from 40 countries

Li Houjian

(Economics and Business Administration,Chongqing University,Chongqing 400030)

Abstract：Using the panel data of 40 countries from 1995 to 2005 and dividing them into three groupshigh income,medium income and low income,this article inspected income differential,financial development and credit risks’ impacts on insurance demand. Results indicated that indexes of financial development showed remarkable differences in their influence on insurance demand;meanwhile,financial development had remarkable differences on insurance demand under different income groups;credit risks due to financial development and insurance demand changed reversely.On the whole,credit risks caused by Asian Financial Crisis hadn’t negatively impacted on global insurance demand;results from different income groups showed that Asian Financial Crisis actually promoted insurance demand of mediumincome counties,but showed no significant impact on insurance demand in other countries.
Key words：income differential;financial development;insurance demand;income effect;credit risks  

创新驱动战略背景下我国专利保险发展模式研究

陈志国  杨甜婕

(西南财经大学保险与社会保障研究中心，四川 成都 610072)

［摘要］专利保险是促进企业自主创新的金融手段，是实现国家自主创新战略的一种重要保障机制。我国目前政府引导、保险公司积极推动的自愿型专利保险模式，对促进我国专利保险发展、增强科技企业专利保险保障起到一定的积极作用，但在制度参保率、风险保障水平等方面还存在较多不足。论文提出了强制型专利保险模式、半强制专利保险模式和互助型专利保险模式，在对不同模式的优缺点及其不同模式的适应性进行比较后，认为强制型专利保险和互助性专利保险模式在我国为较好的模式选择。论文设定了专利保险未来产品体系发展路径，提出了政府应保持对专利保险较长时期财政补贴、专利企业应培育专利知识产权风险管理理念并制定专利风险管理策略等建议。
［关键词］专利保险；创新驱动；发展模式；政策建议

Development Model Innovation for Patent Insurance amid the Innovationdriven Strategy Background

Chen Zhiguo,Yang Tianjie

(Insurance and Social Security Research Center,Southwestern University of Finance and Economics,Sichuan Chengdu 610074)

Abstract：Patent insurance is a financial way to stimulate the enterprise’s independent technology innovation and an important guarantee mechanism to realize the nation’s independent innovation strategy. The current voluntary patent insurance model promoted by commercial insurers under government guidance has made some contributions to the patent insurance development and played some active roles in enhancing the enterprise’s patent risk management. But it is still quite inadequate in terms of coverage ratio and level of protection. After comparing the compulsory model,the partial compulsory model and the mutual model of patent insurance,the paper concluded that the compulsory model and the mutual model were relatively better choices. The paper also designed the future route of development for patent insurance,and suggested on issues such as government’s fiscal subsidy in an extended period of time and the enterprise’s cultivating of patent risk awareness and formulating of patent risk management strategies.
Key words：patent insurance;innovation driving;development model;policy suggestions

陈志国在《保险研究》上发表的其他文章：

美国现金余额计划及其对我国的启示

欧盟保险偿付能力II改革的最新进展

养老基金与资本市场互动机理及其条件分析

保险公司证券投资基金状况分析

信贷保险、金融机构信贷供给与农户借贷决策——来自F县草莓种植“信贷+保险”的证据

吴本健1  单希2  马九杰1

（1.中国人民大学农业与农村发展学院，北京 100872；2.中国建设银行江苏省分行信贷审批部，江苏 南京 210002）

［摘要］基于银保互动和前景理论，本文首先分析有信贷保险产品之后信贷保险供求双方发生的变化，得出信贷保险可以在一定程度上增加金融机构的信贷供给意愿，但农户只有在突破保费成本约束和理赔预期约束之后才会选择参与信贷保险、进而选择借贷。其次，选取安徽省F县的草莓种植“信贷+保险”案例进行分析，对上述结论进行进一步验证。最后，给出结论及相关政策建议。
［关键词］信贷保险；信贷供给；农户借贷决策；合作社

Credit Insurance,Financial Institutions’ Credit Supply and Farmers’ Loan Decision—Evidence from “Credit+Insurance” for Strawberry Growing in F County

Wu Benjian1,Shan Xi2,Ma Jiujie1

（1.School of Agricultural Economics and Rural Development of Renmin University of China,Beijing 100872;2.Credit Approval Department of Jiangsu Branch of China Construction Bank, Jiangsu Nanjing 210002）

Abstract：Based on the bankinsurer interaction and the prospect theory,this paper firstly analyzed the supply side and demand side changes brought about by the launch of credit insurance product. The conclusion was that credit insurance could increase the financial institutions’ willingness to increase credit supply to some extent. However,farmer’s participating in credit insurance had two constraints,namely insurance cost constraint and expected claim constraint. They would choose to participate in credit insurance,and then apply for bank loans only when they broke away from these two constraints. The paper analyzed the case of strawberry credit insurance in county F,Anhui province to further validate the conclusions. Finally,some policy recommendations were put forward.
Key words：credit insurance;credit supply;farmers’ loan decision;cooperative

GAMLSS在非寿险费率分析中的应用

吕定海  黄大庆

（中国太平洋财产保险股份有限公司，上海 200120）

［摘要］从广义线性模型（GLM）的局限性出发，分析了几种常见的扩展模型，并重点深入分析了基于位置、尺度、形状的广义可加模型（GAMLSS）。最后对一组保险数据建立了损失频率和损失强度的GAMLSS模型，并与GLM做了对比分析。从不同角度研究了GAMLSS在非寿险费率分析中的应用，本文的研究将丰富非寿险费率分析方法。
［关键词］基于位置、尺度、形状的广义可加模型；非寿险费率分析；广义线性模型

Applications of GAMLSS in Nonlife Insurance Ratemaking Analysis

Lv Dinghai,Huang Daqing

(China Pacific Property Insurance Co.,Ltd.,Shanghai 200120)

Abstract：Starting from the analysis of limitations of generalized linear models(GLM),we analyzed several improved models,especially the generalized additive models for location,scale and shape. Finally we constructed GAMLSS for loss frequency data and loss severity data and compared the results with what was given by GLM. We demonstrated the applications of GAMLSS in nonlife insurance ratemaking analysis from different angles,which may enrich the methods of nonlife insurance ratemaking analysis.
Key words：generalized additive models for location,scale and shape;nonlife insurance ratemaking analysis;generalized linear models

非寿险索赔准备金评估随机性模型与方法：文献述评

段白鸽

（复旦大学经济学院风险管理与保险学系，上海 200433）

［摘要］索赔准备金通常是非寿险公司资产负债表中份额最大的负债之一。在确定非寿险公司的经营业绩和偿付能力方面，都依赖于索赔准备金负债的准确评估。基于索赔准备金评估的两类数据结构，系统梳理了聚合数据结构和个体数据结构下的各种索赔准备金评估模型与方法。在此基础上，结合最新研究成果，提出了一些有待深入探索和进一步扩展的新思路。这些研究不但对提升我国非寿险精算学科的统计分析体系、促进我国非寿险精算学科的发展具有重要的科学研究意义，而且也可以为国内财险公司的随机性索赔准备金评估提供理论支持和实务参考。
［关键词］索赔准备金；预测均方误差；预测分布；分层模型；贝叶斯方法

Stochastic Models and Methods of Claims Reserving in Nonlife Insurance: Review of Relevant Literature

Duan Baige

(Department of Risk Management and Insurance,School of Economics,Fudan University,Shanghai 200433)

Abstract：Claims reserve is typically one of the largest items of liabilities in the balance sheet of nonlife insurance companies. Assessment of the operating performance and solvency of nonlife insurance companies depends on accurate evaluation of claims reserve liabilities. Based on two types of data structure of claims reserving,the paper collated and summarized all kinds of claims reserving models and methods both for aggregate data structure and individual data structure. With the latest research results,the author held that some new ideas needed further exploration and extension. These studies not only have an important scientific significance to enhance the statistical analysis system of the nonlife actuarial science and promote the development of nonlife actuarial science in China,but also provide theoretical support and practical reference for stochastic claims reserving of domestic property insurance companies.
Key words：claims reserves;mean square error of prediction;predictive distribution;hierarchical models;Bayesian Method

段白鸽在《保险研究》上发表的其他文章：

行驶里程数对车险净保费的影响研究——基于公路里程对交通事故损失的影响视角

国外车险里程定价理论与实践

商业健康保险税制问题探讨

白晓峰

（山西财经大学法学院，山西 太原 030006）

［摘要］商业健康保险的角色定位决定了其发展程度与我国医疗保障系统的改革目标息息相关，税法对商业健康保险发展的导引作用有积极的意义。在详细分析我国商业健康保险税法制度现状的基础上，本文提出了在全面考虑税法要素的各个方面基础上构建促进我国商业健康保险发展的税法制度。
［关键词］商业健康保险；税法制度

On the Taxation System towards Commercial Health Insurance

Bai Xiaofeng

(The School of Law of Shanxi University of Finance and Economics,Taiyuan,Shanxi 030006)

Abstract：The role of commercial health insurance determines that its development level is closely related to the goals of the reform of the social healthcare system in our country. The tax law can significantly incentivize the development of commercial health insurance. The paper conducted a detailed analysis of the present commercial health insurance tax law system. Then it offered suggestions that,while comprehensively considering all elements of tax law,we should construct a tax system that could promote the development of China’s commercial health insurance.
Key words：commercial health insurance;taxation system

保险税理论与实践研究——基于税法的视角    

存款保险制度与市场约束的激励兼容机制研究

潘静  熊谋林

（西南财经大学法学院，四川 成都 610074）

［摘要］目前，中国实现以“国家信誉”为担保的隐性存款保险制度，对银行业的市场约束造成挤出和替代效应。在国有银行股权过度集中且国家对国有银行特殊支持的背景下，公众对银行的选择形成了“规模偏好”，致使存款的资金价格和可获得性的信号指引从“风险导向”扭曲为“规模导向”，削弱了市场监控和市场影响的有效性，进而导致市场约束异化。本文对存款保险对于市场约束的影响因素和机理进行学理剖析，设计优化的显性存款保险制度及其相关配套机制，以促进显性存款保险与市场约束的激励兼容。
［关键词］存款保险；市场约束；激励兼容

On the System of Incentive Compatibility of Deposit Insurance  and the Market Discipline Mechanism

Pan Jing,Xiong Moulin

(The Law School of Southwestern University of Finance and Economics,Sichuan Chendu 610074)

Abstract：At present,China’s sovereign credit acts as the guarantee to the implicit deposit insurance system,which has a crowdingout and substitution effect on banking market constraints. Under the background of high ownership concentration of stateowned banks and special state support to them,the public’s bank choice forms a “scale preference”. As a result, the deposit’s fund prices and the guidance signal for fund availability is distorted  from  a “risk guidance” to a “scale guidance”,thus weakens the effects of market oversight and market forces,and in turn,causes market discipline alienation. The paper conducted an empirical analysis on the influencing factors and interaction mechanism of deposit insurance on market constraints,designed an explicit deposit insurance system and corresponding mechanisms aiming to achieve incentive compatibility between the explicit deposit insurance system and market discipline.
Key words：deposit insurance;market discipline;incentive compatibility 

考虑多风险因素的我国巨灾债券定价研究

康晗彬  邢天才

（东北财经大学金融学院，辽宁 大连 116025）

［摘要］巨灾债券是巨灾风险转移资本市场上交易最活跃、使用最广泛的金融创新产品。本文创新性的引入资产、负债和利率模型，结合我国地震损失程度和频率分布对我国巨灾债券定价进行了实证研究，并在资产负债管理视角下首次对多风险因素作用下的我国巨灾债券定价进行了量化研究。研究结果表明违约风险、道德风险、基差风险对巨灾债券价格具有显著的影响且其共同作用使巨灾债券价格进一步降低，有效的资产负债管理可以分散上述风险。本文研究对保险公司发行巨灾债券具有精算定价参考作用，同时表明保险公司在发行巨灾债券时应当加强其资产负债管理，以达到规避风险、保障偿付能力的目的。
［关键词］巨灾债券定价 ；资产负债管理； 风险因素； 蒙特卡罗模拟；Copula函数

A Study on Catastrophe Bond Pricing in China with Consideration of Multiple Risks

Kang Hanbin,Xing Tiancai

(School of Finance,Dongbei University of Finance and Economics,Liaoning Dalian 116025)

Abstract：Catastrophe bond is the most active financial innovation,widely used in developed countries to transfer catastrophe risks to the capital markets. As a creative thought,the paper introduced the asset,liability and interest rate models in its empirical study on catastrophe bond pricing in China on the basis of frequency/loss distribution in China. It also, for the first time,conducted a quantitative research on catastrophe bonds pricing under multiple risks based on assetliability management in China. The research result indicated that default risks,moral risks and basis risks had distinct effects on the pricing of catastrophe bonds,but their interaction could help to reduce the price. Furthermore,effective assetliability management could effectively disperse these risks. This study can provide theoretical reference for China’s catastrophe bonds pricing. It also proves that insurance companies should enhance their assetliability management when issuing catastrophe bonds in order to attain the goals of aversing risks and strengthening solvency adequacy.
Key words：catastrophe bonds pricing;assetliability management;risk factor;Monte Carlo Simulation;Copula Functions

康晗彬在《保险研究》上发表的其他文章：

基于资产负债管理的我国巨灾再保险定价研究

邢天才在《保险研究》上发表的其他文章：

基于资产负债管理的我国巨灾再保险定价研究

我国保险文化与保险教育问题探讨

我国医疗保障制度转型研究

仇雨临  黄国武

（中国人民大学劳动人事学院，北京 100872）

［摘要］虽然我国基本实现了全民医保，但是制度上存在三维分立、重复参保、衔接不畅等问题，医疗卫生服务中存在的城乡差异、地区差异、人群差异等非公平性问题，基金面临人口老龄化和持续待遇提升带来的潜在风险问题等，使我国医疗保障亟需进一步的转型发展。转型的方向是：构建城乡统筹、制度和管理统一、信息向上集中、服务向下传递、科学筹资和公平的医疗保障系统。同时促进“医卫”、“医药”、“医保”合理分离，重塑信任和理性的医患关系，从根本上解决“看病难”、“看病贵”的问题。
［关键词］医疗保障制度；公平医保；制度优化

A Study on the Transformation of China’s Social Healthcare System

Qiu Yulin,Huang Guowu

(School of Labor and Human Resources of RENMIN University of China,Beijing 100872)

Abstract：Although China has basically achieved universal health care,but on the institutional level,there still exists the problems of threedimensional separation,repeated participation,and ill connection between plans. In terms of medical and health services,there are also unequality issues such as the disparities between rural and urban regions,regional differences,and differences among population groups. The heath care fund is facing with more and more potential challenges due to population aging and constantly rising benefit levels. Due to all these problems,it is imminent for the social healthcare sustem to be transformed.  The direction for transformation is to coordinate the urban and rural plans,unify systems and management methods,centralize information upwards,transfer services downwards,and establish a scientific and equitable healthcare financing system. Meanwhile,we should promote the separation of “medical and public health”,“medicine”,“social healthcare system” so as to rebuild the trust between doctors and patients and root out the problems of “difficulty to seek medical services” and “unaffordability of medical services and medicines”
Key words：social healthcare system;equitable healthcare;system optimization

中国人均卫生费用增长的影响因素分解

王超群

(中国人民大学公共管理学院社会保障研究所，北京 100872)

［摘要］少有文献研究中国人均卫生费用增长的各影响因素的贡献。文章采用Newhouse于1992年提出的“剩余法”，计算了影响中国人均卫生费用增长的各因素的短期和长期贡献。结论是，收入提高和医疗技术进步是我国人均卫生费用增长的主要决定因素，老龄化对人均卫生费用增长的影响微乎其微，医疗保险曾对人均卫生费用增长产生负面影响。基于“剩余法”的计算框架，中美两国人均卫生费用增长的影响因素在趋势上没有差异，在程度上的差异主要来自于两国不同的经济发展阶段和制度变迁路径。建议未来将控制卫生费用快速增长的注意力从老龄化上移开，着重关注收入提高、医疗保险尤其是医疗技术进步等因素。
［关键词］人均卫生费用增长；影响因素；因素分解；国际比较

Decomposition of Factors Affecting China’s Percapita Health Expenditure Growth

Wang Chaoqun

(Institute of Social Security at School of Public Administrationand Policy of Renmin University of China, Beijing 100872)

Abstract：There are few papers focusing on the contribution of different factors affecting China’s per capita health expenditure growth.This paper employed “residual method” proposed by Newhouse in 1992 to calculate the contribution of various factors affecting China’s per capita health expenditure growth.The results were that improved income and medical technological progress were main drivers, the impact of population aging was negligible, and health insurance had a negative impact.Based on the “residual method”, as to the factors affecting per capita health expenditure growth, China and the United States had the same trend but with different magnitudes, which resulted from the different stages of economic development and different institutional change paths in the two countries.The proposals were that the attention of controlling health expenditure growth should be moved from population aging to factors such as improved income, health insurance and especially medical technological progress and so on.
Key words：growth in per capita health expenditure;factors;factor decomposition;international comparison