摘要翻译:
本文提出了一种使用序数分类器来评价非寿险公司财务稳健性的强、中、弱和无偿付能力。本研究建构了一个有效的分类模型,可供监管机构评估财务稳健性,并确定进一步检查的优先级,作为一个预警系统。建议的模式有利于政策制定者为偿付能力条例和政府在保护公众免遭破产方面的作用制定指导方针。
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英文标题:
《Ordinal Classification Method for the Evaluation Of Thai Non-life
Insurance Companies》
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作者:
Phaiboon Jhonpita, Sukree Sinthupinyo and Thitivadee Chaiyawat
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最新提交年份:
2012
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:Risk Management 风险管理
分类描述:Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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英文摘要:
This paper proposes a use of an ordinal classifier to evaluate the financial solidity of non-life insurance companies as strong, moderate, weak, and insolvency. This study constructed an efficient classification model that can be used by regulators to evaluate the financial solidity and to determine the priority of further examination as an early warning system. The proposed model is beneficial to policy-makers to create guidelines for the solvency regulations and roles of the government in protecting the public against insolvency.
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PDF链接:
https://arxiv.org/pdf/1203.6424