保险公司需要在可能出现的破产事件之前建立一种适当的预警系统。为优化资本效率，本文提出了保险公司财务预警系统理念并给出了预警时刻定义；针对离散型和连续性损失程度分布，数值模拟了保险公司破产分布密度和预警发出时刻。对不同的初始资本和不同的资本补充方案，计算了多重预警时刻的变动状况，最后提出了预警系统的调整方向以及保险公司资本补充的内部分配原则。本文成果有助于保险公司提高资本效率，构建资金分散化的适当策略以提高生存能力。
It is necessary for insurance companies to establish an appropriate alarm system before the possible ruin. Having put forward the basic ideas of the alarm system for insurance companies and defined alarm times, numerical simulation of ruin distribution density and alarm times for both discrete and continuous loss distribution is given, multiple alarms for different initial capital and different capital replenishment programs are simulated, and principle of locating the aggregate capital to its business units is developed. The related results are helpful to the insurance company to improve the efficiency of capital construction funds, strategy of decentralization, and survival ability.
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