CAJ | 학술논문

探讨了产险公司在资本和收益双重约束条件下的承保决策问题.首先,从保险理论和实践的角度选择了TVaR资本配置方法,然后构造综合资本、收益双重因素的承保决策模型并进行了实证分析,结论显示从资本的角度进行承保决策是可行的.
탐토료산험공사재자본화수익쌍중약속조건하적승보결책문제.수선,종보험이론화실천적각도선택료TVaR자본배치방법,연후구조종합자본、수익쌍중인소적승보결책모형병진행료실증분석,결론현시종자본적각도진행승보결책시가행적.
This article discussed the underwriting decision of a property insurance company constrained to the condi-tions of capital and return, First, we selected the TVaR capital allocation method based on the insurance theory and prac-tice. Next, we provided an underwriting decision model including the dual factors of capital and return, and made an empir-ical analysis by using the data of property insurers. The conclusions show that it is feasible to make underwriting decision based on capital allocation.