Study Of Chinese Insurance Company's Risk Estimation Index System

Since 1990, some insurance companies of Japanese have been bankrupted. It made a big ring to the international financial market and Chinese insurance market: Insurance companies should pay more attention to its risk evaluation. After China's entry into the WTO, some industries fell under big impact, especially the insurance industry. So the study of risk evaluation became more and more important to the development of insurance companies. First, the study of risk evaluation index system can provide evidence for measuring risk. Second the study risk evaluation index system is useful for risk management.This thesis studies risk and introduces risk evaluation index system in detail, chooses some datas of four insurance companies, uses IRIS to study the risk of Chinese insurance companies and get the conclusion that: Chinese insurance companies work in risk.The innovation of this thesis is as follow:First, this thesis studies risk evaluation index system in detail. Second, this thesis pay more attention to the study of Beta,VaR,IRIS and FAST, especially the study of their virtues,flaws and how to use them in Chinese insurance market. Third, this thesis chooses some datas of four insurance companies, and uses IRIS to study the risk of Chinese insurance companies. So it makes a good foundation to the study of RBC,IRIS and FAST.This thesis can be divided into four parts: the first part summarizes risk of insurance company, including the concept of risk,particularity of insurance company's risk and its sort. The second part introduce risk evaluation index system in detail, including Gap,Beta,VaR,IRIS,FAST,DCFT,DST and some others. This part especially study index system's virtues,flaws and how to use them in Chinese insurance market. The third part chooses some datas of four insurance companies, and uses IRIS to study the risk of Chinese insurance companies.The fourth part makes a conclusion of this thesis and some aspects of farther study.