《保险费率厘定》PPT课件

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1、Ratemaking保险费率厘定SteveD’Arcy史蒂夫·达尔希ChairmanoftheBoardoftheCasualtyActuarialSociety财险精算协会董事会主席ProfessorofFinanceattheUniversityofIllinois伊利诺伊大学金融学教授PresentedatNankaiUniversity南开大学June29,20061Overview提纲ObjectivesinRatemaking保险费率厘定的目标Terminology术语Ratemakin

2、gMethods保险费率厘定方法AdvancedIssues高级问题讨论SourcesforAdditionalInformation补充信息资源2RatemakingObjectivesforCompanies公司保险费率厘定的目标Ratesshouldbe:费率应该：Stable稳定Responsive合理Promotelosscontrol促进防损Covercontingencies包括意外损失Understandable被理解、接受3OtherRatemakingObjectives其它保险

3、费率厘定目标Regulatoryview(inUnitedStates)从法规角度看（美国）Ratesmustbe:费率必须Adequate充足Notexcessive不过高Notunfairlydiscriminatory不能不公平的加以区别Financialmarketview从金融市场角度看Competitivemarketswillassureappropriaterates竞争的市场将会保证恰当的费率4Terminology–1术语Exposureunit=basicratingunit保

4、险金额单位=基本费率单位Example:caryearWrittenexposures投保的保险金额Exposuresonpolicieswrittenduringperiod在保险合同期内的被保金额Earnedexposures以获保的保险金额Exposureunitsactuallyexposedtolossduringperiod在保险合同期内实际已经承担损失的保险金额ExampleApolicycovering2carsiswrittenonOctober1,2006一份保险单投保2辆汽车W

5、rittenexposurefor2006=2caryearsEarnedexposurefor2006=2x¼ofayear=½caryears5Terminology-2Writtenpremium保险费Premiumsbooked以入账的保险费Earnedpremium满期保险费Pro-rataportionofpremiumsexposedtoloss按实际承担损失比例均摊的保险费Claimfrequency索赔频率Numberofclaimsperexposureunit每保险金额单位索赔

6、的数量Severity索赔额度Averagelossperclaim每次索赔的平均赔付额Purepremium纯保险费Claimfrequencyxseverity索赔频率乘以索赔额度6Terminology-3Lossratio:损失率IncurredlossespluslossadjustmentexpensesEarnedpremium（发生的损失+损失调整费用）/满期保险费Expenseratio:费用比率（费用/总保险费）ExpensesWrittenpremiumSurplus:盈余As

7、sets–Liabilities资产–负债7Terminology-4Combinedratio联合损失率Lossratio+Expenseratio损失率+费用比率Underwritingprofitmargin(UPM)承保利率1–Combinedratio1–联合损失率Operatingratio经营比率Combinedratio–investmentincome/earnedpremium联合损失率–投资收益/满期保险费Whatshouldbeincludedininvestmentinco

8、me什么应该包括在投资收益中Netinvestmentincome(interest,dividendsandrents)净投资收益（利息，分红和租金）Capitalgains资本收益Realizedorunrealized实现的或未实现的8RatemakingintheRealWorld保险费率厘定实际应用Incurredlosses已发生的损失Lossreserves损失准备金Lossdevelopmentfactors损失发展因素Inflation通货膨胀Oth