我国寿险资金最优投资比例实证研究  

Empirical Research on the best Investment Proportion of Life Insurance Fund in China

作　　者：施建祥[1] 张盈盈[1] 

机构地区：[1]浙江工商大学金融学院,浙江杭州31012

出　　处：《保险职业学院学报》2010年第2期5-8,共4页Journal of Insurance Professional College

摘　　要：随着寿险行业竞争的日趋激烈,承保利润的不断下降,使得寿险投资的重要性愈加凸显,投资利润已成为寿险业的主要利润来源。本文以寿险资金的投资比例优化为研究内容,应用现代投资组合理论,构建寿险资金的投资比例优化模型,运用模型和数据测算出最优投资比例,并对优化我国寿险投资比例提出相应的投资政策建议。Nowadays, life insurance investment becomes more and more important, as the life insurance competition picks up. Life insurance company＇ s profit mainly comes from investment, along with the depression of accepting insurance profit. This paper constructs a portfolio model of life insurance company with Modern using the portfolio model and corresponding data, this text seeks out the optimal investment proportion. In the end, we investigate the countermeasure for life insurance investment in China.

关 键 词：寿险投资 投资组合模型 最优比例 

分 类 号：F84[经济管理—保险]