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CN-122023023-A - Determination method of self-reserving risk limit and related equipment

CN122023023ACN 122023023 ACN122023023 ACN 122023023ACN-122023023-A

Abstract

The application discloses a method, a device, equipment, a storage medium and a computer program product for determining a self-reserve risk limit, which are used for solving the problem that the self-reserve risk limit of an insurance company is difficult to accurately judge by adopting the prior art. The method comprises the steps of obtaining predicted accident year accumulated loss through randomly simulating single-risk unit heavy loss (hereinafter referred to as heavy loss) and huge disaster/accident (hereinafter referred to as huge disaster) loss situations of the insurance service, obtaining corresponding risk tolerance of the insurance service, wherein the risk tolerance is a management index requirement of an insurance company on the insurance service according to the risk preference of the insurance company, and determining self-reserved risk allowance of the insurance service according to the relationship between the accident year accumulated loss and the risk tolerance.

Inventors

  • HUI MINGQI
  • WANG XIN

Assignees

  • 中国人民财产保险股份有限公司

Dates

Publication Date
20260512
Application Date
20260105

Claims (14)

  1. 1. A method of determining a self-reserve risk limit, comprising: Obtaining predicted accident year accumulated first loss by randomly simulating accident year accumulated loss of insurance business; The risk tolerance is preset based on a risk limit use standard applicable to the insurance service, and is a management index requirement for the insurance service formulated according to risk preference; And determining the self-reserved risk limit of the insurance business according to the magnitude relation between the first loss accumulated by the accident year and the risk tolerance.
  2. 2. The method of claim 1, wherein determining the self-reserve risk limit for the insurance business based on the magnitude relationship of the first loss and the risk tolerance for the accident year comprises: And if the first loss accumulated by the accident year is not greater than the risk tolerance, determining the self-reserved risk limit of the insurance service based on the accident loss intensity distribution corresponding to the insurance service.
  3. 3. The method of claim 1, wherein the method further comprises: If the first loss accumulated in the accident year is larger than the risk tolerance, circularly executing a first appointed operation until the second loss accumulated in the accident year is not larger than the risk tolerance, and determining the self-reserved risk limit of the single accident of the insurance service after the last reduction in the cycle execution of the first appointed operation as the self-reserved risk limit of the insurance service; The first appointed operation comprises the steps of reducing the self-reserving risk limit of the single accident of the insurance service, and obtaining a predicted accident year accumulated second loss by randomly simulating the accident year accumulated loss of the insurance service based on the reduced self-reserving risk limit of the single accident.
  4. 4. The method of claim 1, wherein the method further comprises: If the first accumulated loss of the accident year is larger than the risk tolerance, judging whether the risk allowance of the insurance business can be relaxed to other risk tolerance or not; if so, determining the self-reserved risk limit of the insurance service according to the comparison result of the first loss accumulated by the accident year and the other risk tolerance.
  5. 5. The method of claim 4, wherein determining whether the risk limit for the insurance business can be relaxed to other risk tolerance comprises: And judging whether the risk limit of the insurance service can be relaxed to other risk tolerance according to the service type of the insurance service and the risk type of the risk limit.
  6. 6. The method of claim 4 or 5, wherein the risk tolerance is a third type of risk tolerance, the other risk tolerance comprising at least one of a second type of risk tolerance and a first type of risk tolerance; The second type of risk tolerance is greater than the third type of risk tolerance; the first type of risk tolerance is greater than the second type of risk tolerance.
  7. 7. The method of claim 6, wherein: the third type of risk tolerance is determined based on a risk allowance usage standard of a service dimension of the insurance service; The second type of risk tolerance is determined based on a risk allowance usage standard of an insurance company dimension of the insurance service; The first type of risk tolerance is determined based on a risk quota usage standard of a legal requirement dimension of the insurance service.
  8. 8. The method of claim 7, wherein when the other risk tolerance includes a second type of risk threshold, determining the self-reserve risk limit for the insurance business based on a comparison of the first loss accumulated over the accident year and the size of the other risk tolerance comprises: And if the first loss accumulated by the accident year is not greater than the second type risk tolerance, determining the self-reserved risk limit of the insurance service based on the accident loss intensity distribution corresponding to the insurance service.
  9. 9. The method of claim 8, wherein determining the self-reserve risk limit for the insurance service based on the comparison of the magnitude of the first loss accumulated over the accident year and the other risk tolerance further comprises: If the first loss accumulated in the accident year is larger than the second type of risk tolerance, circularly executing a second appointed operation until the third loss accumulated in the accident year is not larger than the second type of risk tolerance, and determining the appointed type of self-reserving risk limit of the insurance business after the last reduction in the process of circularly executing the second appointed operation as the self-reserving risk limit of the insurance business; the second specifying operation comprises the steps of reducing the self-reserving risk limit of the specified type of the insurance service, and obtaining a predicted accident year accumulated third loss by randomly simulating the accident year accumulated loss of the insurance service based on the reduced self-reserving risk limit of the specified type.
  10. 10. The method of claim 8, wherein when the other risk tolerance further includes a first type of risk threshold, determining the self-reserve risk limit for the insurance business based on a comparison of the first loss accumulated over the accident year and the size of the other risk tolerance, further comprises: If the accident year accumulated first loss is greater than the second type risk tolerance, comparing the accident year accumulated first loss with the first type risk tolerance; And if the first loss accumulated by the accident year is not greater than the first type risk tolerance, determining the self-reserved risk limit of the insurance service based on the accident loss intensity distribution corresponding to the insurance service.
  11. 11. A device for determining a self-reserve risk limit, comprising: the prediction unit is used for obtaining a predicted accident year accumulated first loss through randomly simulating the accident year accumulated loss of the insurance business; The system comprises an acquisition unit, a risk tolerance determination unit and a risk determination unit, wherein the risk tolerance is used for acquiring a risk tolerance corresponding to the insurance service, is determined based on a risk allowance use standard applicable to the insurance service, and is a management index requirement for the insurance service formulated according to risk preference; and the determining unit is used for determining the self-reserved risk limit of the insurance business according to the magnitude relation between the first loss accumulated by the accident year and the risk tolerance.
  12. 12. A computing device includes a memory and a processor, wherein, The memory is used for storing a computer program; the processor, coupled to the memory, for executing the computer program stored in the memory for performing the method of any of claims 1-10.
  13. 13. A computer readable storage medium storing a computer program which, when executed by a computer, is capable of carrying out the method of any one of claims 1 to 10.
  14. 14. A computer program product comprising a computer program which, when executed by a processor, implements the method of any one of claims 1 to 10.

Description

Determination method of self-reserving risk limit and related equipment Technical Field The present application relates to the field of insurance, and in particular, to a method, apparatus, device, storage medium, and computer program product for determining a self-reserve risk limit. Background The self-reserving risk limit (also called "self-reserving amount") is defined as the highest upper limit of the amount of money that an insurance company has to independently assume reimbursement responsibility without transferring to a reinsurance company according to its own capital strength, risk bearing capacity and risk management policy when the insurance company takes over the risk. In short, the insurance company pays the own funds for the part of the amount of compensation within the limit after the insurance accident occurs, and the part exceeding the limit is shared by the reinsurer through the prearranged reinsurance contract. When determining the self-reserving risk limit, the traditional insurance company is usually manually determined according to human experience based on simple financial indexes, and the efficiency is low. Disclosure of Invention The embodiment of the application provides a method, a device, equipment, a storage medium and a computer program product for determining a self-reserve risk limit, which are used for solving the problem of how to efficiently determine the self-reserve risk limit of an insurance company for insurance business in the prior art. The embodiment of the application adopts the following technical scheme: a method for determining self-reserving risk limit comprises the steps of obtaining predicted accident year cumulative first loss through randomly simulating accident year cumulative loss of an insurance service, obtaining risk tolerance corresponding to the insurance service, wherein the risk tolerance is preset based on a risk limit use standard applicable to the insurance service, is a management index requirement for the insurance service according to risk preference, and determines the self-reserving risk limit of the insurance service according to the relation between the accident year cumulative first loss and the risk tolerance. The device for determining the self-reserving risk limit comprises a prediction unit, an acquisition unit and a determination unit, wherein the prediction unit is used for obtaining a predicted accident year cumulative first loss through randomly simulating the accident year cumulative loss of an insurance service, the acquisition unit is used for acquiring a risk tolerance corresponding to the insurance service, the risk tolerance is determined based on a risk limit use standard applicable to the insurance service, the risk tolerance is a management index requirement for the insurance service formulated according to risk preference, and the determination unit is used for determining the self-reserving risk limit of the insurance service according to the relation between the accident year cumulative first loss and the risk tolerance. A computing device includes a memory for storing a computer program and a processor coupled to the memory for executing the computer program stored in the memory for performing the method described above. A computer readable storage medium storing a computer program which, when executed by a computer, is capable of carrying out the method described above. A computer program product comprising a computer program which, when executed by a processor, implements the method described above. The above at least one technical scheme adopted by the embodiment of the application can achieve the following beneficial effects: The method for determining the self-reserving risk limit of the insurance service, which can be executed by the computing equipment, is provided, and the method does not need to rely on manual determination of the self-reserving risk limit, so that the high-efficiency determination of the self-reserving risk limit is ensured. Drawings The accompanying drawings, which are included to provide a further understanding of the application and are incorporated in and constitute a part of this specification, illustrate embodiments of the application and together with the description serve to explain the application and do not constitute a limitation on the application. In the drawings: FIG. 1 is a flowchart of a specific implementation of a method for determining a self-reserving risk limit according to an embodiment of the present application; Fig. 2 is a schematic diagram of an application process of a method for determining a self-reserving risk limit in an actual scene according to an embodiment of the present application; FIG. 3 is a schematic diagram of a subsequent application process of the determined self-reserving risk limit according to the method for determining the self-reserving risk limit according to the embodiment of the present application; FIG. 4 is a schematic diagram of a speci