重新认识风险这个基础概念re-studyand-上海财经大学金融学院.pdfVIP

重新认识风险这个基础概念 谢志刚 周晶 （上海财经大学金融学院上海 200433 ） 摘要：通过比较和分析中国保监会、国际标准化组织（ISO）以及其它国内外权威机构 和研究文献中关于风险的定义，对照保险经营实践所提供的经验，在风险决策的理论和研究 框架下，先定义不确定性并界定它与风险概念之间的关系，进而界定了风险概念的构成要素， 通过分析各要素之间的影响关系来揭示风险的形成机制和动态特征，并重新定义了风险概念。 新定义下，风险分类和风险度量的内在含义、以及不同分类和度量模型间的逻辑关系变得十 分清晰，为保险公司进行内部全面风险管理和外部保险监管提的理论基础提供了研究参考。 关键词：不确定性；风险；全面风险管理；保险监管 Re-study and Understand the Fundamental Concept of Risk Xie Zhigang Zhou Jing (Shanghai University of Finance and Economics, Shanghai 200433) Comparing the definitions of risk given by China Insurance Regulatory Commission (CIRC), the international organization for Standardization (ISO) and other authoritative institutions and research references, and also referring to best practice of insurance operations, this paper restudies the fundamental concept of risk in the theoretical framework of Decision Making under Risk and Uncertainty. By defining the concept of uncertainty and then identifying its relation to the concept of risk, and by analyzing the components of risk concept and their relationships, this study reveals the emerging mechanism of risk and its dynamic characteristic. It then refines the concept of risk, which brings light to understand the intrinsic meaning of risk classification and risk measurement models. It may provide a theoretical research reference both for insurers’ Enterprise Risk Management (ERM) and for insurance regulation and supervision Key words: uncertainty; risk; ERM; insurance regulation and supervision 1 一、引言 保险公司是以风险为经营对象的专门机构。保险公司在经营风险的过程中，自身也面临 着各种风险。因此，无论是保险公司内部进行全面风险管理，还是外部监管机构对保险公司 进行监管，都需要对“风险”这个概念进行清晰的界定，包括明确其内涵和外延，并揭示其 形成机制或演变规律，然后在此基础上，根据不同的具体应用目的对风险进行分类和评估， 进而实现内部全面风险管理和外部监管的目标。 遗憾的是，保险业目前对风险的定义、分类、以及