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The Application of Dynamic Financial Analysis Model for the Non-life Insurance Company

Author: WuXian
Tutor: LiuDeHuang
School: Xiamen University
Course: Insurance
Keywords: Dynamic Financial Analysis Scenario Analysis Stochastic simulation
CLC: F840
Type: Master's thesis
Year: 2008
Downloads: 344
Quote: 2
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Abstract


Dynamic Financial Analysis (DFA) as one of the latest tools for asset and liability management, the developed regions of the North American insurance industry widely adopted. Holistic predict the company's operations and financial condition, and dynamic monitoring of changes in the implementation of the company's assets and liabilities position, building an effective financial risk early warning system. Compared with traditional methods, DFA in terms of the range of applications, model building or function has a significant innovation, mainly in the following aspects: first, there are very different in the structure of assets and liabilities in life insurance and non-life insurance, so asset and liability structure of the main methods for non-life insurance companies; Second, DFA model is a transparent procedure by changing the parameters of several simulated the effects of the operation of the Company; Third, it is not only from the perspective of the insurance regulatory examine solvency and from the point of view of the company's decision-makers to analyze the impact of the different strategies of the company. Dynamic financial analysis has become the trend of the future technical development of asset and liability management of insurance companies, more and more attention. It introduces to the risk management of China's insurance industry, the insurance company will produce a significant role in promoting. However, the domestic research on it is still stuck in its infancy, and most of the framework and the significance of the DFA model, about it in the non-life insurance companies, one of the few. This article is through the establishment of the DFA model, discuss the impact of the insurance policy change. First, the paper gives the definition of dynamic financial analysis with traditional static financial analysis, asset-liability management techniques compare DFA is one for the non-life insurance industry advanced asset liability management techniques. Secondly, the basic framework of the DFA model, scenario analysis and stochastic simulation of two methods discussed in detail, and to build a DFA model module of interest rates, investment module loss module and underwriting module modeling. Finally, the Software by Dynamo3 and combined with the specific case, in the use of stochastic simulation methods, the use of a large number of simulation data and graphical analysis of the operating conditions of the non-life insurance companies under the current strategy, and analysis when the change in strategy, changes in the company's business situation. The papers The results show that DFA model can be a good evaluation of companies operating under different strategies, helping management to select a more rational decision-making.

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CLC: > Economic > Fiscal, monetary > Insurance > Insurance Theory
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