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1、萬方數(shù)據(jù)ResearchoftheEconomiCCapitaIoftheInsuranceIndustrybasedonCopuIaModeI——TakingHealthInsuranceandLifeInsuranceforExampIeAbstractTheChineseinsuranceindustrykeepshighlyrapidgrowthsince1980s，whenthecountryrestartedtheinsuranceindustry．Withtherapidgrowthoftheindustry,in
2、surancecompaniespaysmoreattentiontotheriskmanagementandprediction．Asoneofthethreecolumnsoffinancialindustry,theinsuranceindustryshouldpaymoreattentionontheriskmanagement，whichisessentialforthemtosurviveinthefiercecompetition．Asanadvancedriskmanagementskill，theeconomi
3、ccapitaltheoryisusedintheriskmanagementworkofcommercialbanks．Withthedevelopmentofthetheory，itisalsousedintheinsuranceindustry．TheeconomiccapitaltheoryhasbeenaninternationalmajorriskmanagementskillofinsuranceindustrywhileithasbeenknownfortheChineseinsuranceindustryfor
4、onlymorethantenyears，itwillbeamaintrendofChineseinsuranceindustry．Firstly,thisresearchexplainsthemainriskswhichtheinsurancecompanieswilloccur,thenitexplainsthecomplexrelationshipoftherisk,capitalandprofit．Thisresearchcomparestheeconomiccapitalwiththeminimumcapitaland
5、bookcapitalwhichwillshowtheadvantagesoftheeconomiccapital．Asthemeasurementofeconomiccapital，thisstudyshowstheshortcomingsofthetraditionalmethodsandadvantagesofVaRandTVaRmethods，onwhichthisresearchcalculatetheeconomiccapital．Astheintegrationoftherisk，thisstudyusestheC
6、opulafunctionwhichisusedasamethodtodescribetherelationshipofsomevariables．ThisresearchshowscomparestheCopulafunctionwithsometraditionalmethodswhichshowstheshortcomingsoftraditionalmethod．Thisresearchusesthelogarithmicgrowthratesofhealthinsuranceandlifeinsurancewhicha
7、reintegratedbytheFrankCopulamodel．Besides，theeconomic萬方數(shù)據(jù)capitalofJanuary2015iscalculatedbyMonteCarollosimulationbasedontheVaRandTVaR，theeconomicofJanuary2015is504．37236millionYuan，whichtakes6．88％oforiginalpremiumincome．Themaininnovationsofthispaperlieinthefollowingt
8、wopoints：1．Thisstudyuseseconomictheorytodescribetheriskofhealthinsuranceandlifeinsurancewhichisthemostpopulartheoryoftheriskmanagem
