剑桥风险研究中心-保险业的发展场景（英）_市场营销策划_重点报告202301202_doc.docx

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1、CambridgeCentreforRiskStudiesScenarioBestPracticesDEVELOPINGSCENARIOSFORTHEINSURANCEINDUSTRYCentre forRik 4tTkn niKrsityof OcambridgiIlKIUC Business SchooltheLIGHTHILLRlSKnetworkReport CitationAcknowledgementsCambridgeCentreforRiskStudiesgratefullyacknowledgesLighthillRiskNetworkforsupportingtherese

2、archeffortssummarisedinthisreport.TheCentreisgratefulfortheexpertiseprovidedbyourresearchteam,collaborators,andsubjectmatterspecialists.AnymisinterpretationinuseoftheadviceProVidedisentirelytheresponsibilityoftheCambridgeCentreforRiskStudies.CambridgeCentreforRiskStudiesCambridgeCentreforRiskStudies

3、,incollaborationwithLighthillRiskNetwork,2020.DevelopingScenariosfortheInsuranceIndustry.CambridgeCentreforRiskStudiesattheUniversityofCambridgeJudgeBusinessSchool.orStrong,K.,Carpenter,0.,Ralph,D.2020.DevelopingScenariosfortheInsuranceIndustry.CambridgeCentreforRiskStudiesattheUniversityofCambridge

4、JudgeBusinessSchoolandLighthillRiskNetwork.1.ighthillRiskNetworkUniversityofCambridgeJudgeBusinessSchoolTrumpingtonStreetCambridgeCB21AGUnitedKingdomenquiries.riskjbs.cam.ac.ukWcbsitcandResearchPlatformwwwjbs.cam.ac.uk/riskResearchTeamDrAndrewCoburn,ChiefScientistProfessorDanielRalph,AcademicDirecto

5、rSimonRuffle,DirectorofResearch&InnovationDrMichelleTuveson,Chairman&ExecutiveDirectorJamesBourdeau,GeopoliticalRiskResearchOliverCapenter,LeadEmironmentalRiskResearchJenniferCopic,LeadGovernanceRiskResearchDrJenniferDaffron,LeadTechnologjrRiskResearchKenDeng,LeadFinancialRiskResearchTimothyDouglas,

6、RiskModellingTamaraEvan,LeadGeopoliticalRiskResearchTarynHubbard,RiskResearchOliverPearson,RiskMarketsResearchDrAndySkelton,LeadRiskModellingKaylaStrong,LeadScenarioAnalytiCSDrTimothySummers,SeniorDataScientistJayneTooke,CommunicationsandEventsWilliamTurner,DataScience1.M01.01.02TheLeatherMarket11-1

7、3WestonStreetLondon,SEi3ERUnitedKingdomlighthillcreideas.orgWebsiteMembersMatthewEagle,ManagingDirector,HeadofGCAnalytics(GuyCarpenter)PremalGohil,HeadofInnovationPartnerships(LibertyMutual)PaulKaye,HeadofActuarialPractice(Aon)ShreeKhare,GroupHeadofCatastropheResearch(Hiscox)TrevorMaynard,HeadofInno

8、vation(LloydsofLondon)AndrewMitchell,HeadofCatastropheModelling(MSAmlin)DelimomaOramas-Dorta5CatastropheRiskAnalyst(GuyCarpenter)CameronRye,ResearchManager(MSAmlin)DavidSingh,HeadofExposureandPortfolioManagement(MSAmlin)KeithSmith,ResearchandDevelopmentManager(Lloyd,sofIXmdon)DickieWhitaker,ChiefExe

9、cutiveOfficer(LighthillRiskNetwork)TheviewscontainedinthisreportareentirelythoseoftheresearchteamoftheCambridgeCentreforRiskStudies,anddonotimplyanyendorsementoftheseviewsbytheorganisationssupportingtheresearch,orourconsultantsandcollaborators.TheresultsoftheCambridgeCentreforRiskStudiesresearchpres

10、entedinthisreportareforinformationpurposesonly.Thisreportisnotintendedtoprovideasufficientbasisonwhichtomakeaninvestmentdecision.TheCentreisnotliableforanylossordamagearisingfromitsuse.AnycommercialusewillrequirealicenseagreementwiththeCambridgeCentreforRiskStudies.Copyight2020byCambridgeCentreforRi

11、skStudies.CambridgeCentreforRiskStudiesScenarioBestPracticesDEVELOPINGSCENARIOSFORTHEINSURANCEINDUSTRYContentsWIntnction-51.1 TheInsuranceIndustry51.2 WhyUseScenarios?51.3 ReportRationaleandIntendedAudience61.4 AFrameworkforScenarioDevelopment7同Und.tandi,SCenaU)S.82.1 WhatisaScenario?82.2 TypesofSce

12、narios9USin祥CCnnlinU.nsurz.cInd.ry.乃3.1 GeneralScenarioUses153.2 InsuranceUseCasesofScenarios173.3 AllocatingRiskCapital20JShOCBRiSkSnariovelopnt:IranceressIing224.1 AChecklistforScenarios224.2 ScenarioDevelopment:aStressTestPerspective234.3 ConsiderationsandConstraints30JSCenjoDe)pme2asedy:B.nessIH

13、Ckout.33JFUtUjlPerSP-tivesScena)s.37EG1OUIIII1J8同Refe.ices.401. Introduction1.1 TheInsuranceIndustryTheinsuranceindustrycomprisescompaniesthatprovideriskmanagementbyunderwritingtherisksofindividualentitiesandpoolingthemtospreadtherisk.Aninsurancecontractguaranteesthat,ontheoccurrenceofaspecifiedunce

14、rtainfutureevent,theinsurerProVideSapanenttotheinsured,andtherebyassumestherisk.Inreturn,theinsured(orpolicyholder)paysapremium,oraregularfee,totheinsurerforprodingthecoverage.Insuranceiscriticalinprovidingfinancialsecuritytopeopleandorganisationsperformingtheirdailyactivitiesandoperations;orunderta

15、kingnewandriskyventures.Thereareseveralclassesofinsuranceavailabletoaccommodateadiverserangeofcustomerswithanarrayofrisks,whichareoftencategorisedbytheirassettypeortheentitybeinginsured.Examplesincludepropertyandcasualty,accidentandhealth,orautoinsurance?Inadditiontoofferingtraditionalcoveragesforknownrisks,supportedbycomprehensiveindustryexperienceandunderstandingoftheiroccurrence,insurersmustalsocontinuallyadapttoemerginganduncertainrisks.Today,suchrisks