寿险投资结构实证研究

详细信息

Empirical Study on Investment Portfolio of Life Insurance

School of Economic and Management, Beijing University of Aeronautics and Astronautics, Beijing 100083, China

摘要: 在论述寿险资金构成及其投资方式之后,利用马柯维茨模型分析A寿险公司投资中各资产类型的比例关系,测算不同资产配置所带来的不同期望收益率和承担的风险,并通过比较A寿险公司在马柯维茨模型中所处的位置,来考察A寿险公司的风险偏好和风险承担能力。
- 寿险 /
- 投资 /
- 投资结构
Abstract: After discussing the capital structure and investment ways of life insurance, this paper uses Markowitz model to analyze the proportional relation of different assets in a Life Insurance Company's investment portfolio, and calculates the different expected return rates and risks of different portfolio. Finally, we examine the risk preference and risk undertook capability of a Life Insurance Company by analyzing the company's position in Markowitz Model.
- life insurance /
- investment /
- investment portfolio

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