Research on Integrated Risk of Insurance Company in My Country Based on R-vine Copula Model

In today's rapid development of financial integration and economic globalization, my country's insurance companies are faced with a large number complex types risks. At the same time, industry occupies position that cannot be ignored in field. Its response to risks directly affects entire Therefore, it is important study internal relationship between by country how reduce overall risk industry. This paper selects three indicators: monthly loss ratio industry, yield Shanghai Stock Exchange Treasury Bond Index, Composite Index measure main country: risk, credit market risk. After series data processing testing, GARCH model R-vine Copula were established, VaR values indicators calculated. The found R copula can accurately describe risks, various related each other standardized structure. Appropriate strategies needed such