责任准备金的最优投资计划  

The Best Investment Plans of Reserve

作　　者：田存福[1] 刘芳[2] 吴黎军[3] 

机构地区：[1]新疆大学科学与技术学院,新疆乌鲁木齐830046 [2]新疆乌鲁木齐职业大学,新疆乌鲁木齐830002 [3]新疆大学数学与系统科学学院,新疆乌鲁木齐830046

出　　处：《系统工程理论与实践》2005年第6期76-86,共11页Systems Engineering-Theory & Practice

基　　金：复旦 瑞士再保险研究基金(2001990101);新疆大学科学基金(2003320106)

摘　　要：　给出两种责任准备金的投资模型—单纯存款模型和既可存款又可购买国债模型,都使原本无收益的保险基金产生了经济效益.并从中找到一个最优的投资方式—既存款又购买国债.最后用一个简单的实例模拟,取得良好的效果.期望本模型为我国的保险基金提供可以借鉴的方法.In this paper, two investment models of reserve are given: one model is of only deposit and another is of either deposit or buying national debt. These models can make the reserve which has no economic profit bring some profit. From the models, a method which is the best for investment is found; it can be either deposit or buying national debt. A simple example is used with a satisfactory result is the paper. Hoping the models can offer a reference way to our national insurance fund.

关 键 词：精算数学 责任准备金 线性规划 收益率 

分 类 号：O221[理学—运筹学与控制论] F840[理学—数学]