投资收益与风险的正相关性和保险公司的两难选择  

Coherence between Investment Returns and Risks and the Insurance Company's Dilemma

作　　者：孙少锋[1] 冯邦彦[1] 

机构地区：[1]暨南大学,广州510632

出　　处：《中央财经大学学报》2003年第3期50-52,共3页Journal of Central University of Finance & Economics

摘　　要：在一定的条件下 ,投资的收益和风险之间正相关性 ,这就使得保险公司不得不在高收益、高风险和低风险、低收益之间进行选择。然而 ,基于保险公司风险偏好的分析却表明 ,这两种极端的选择都不满足最优的条件 ,保险公司的正确选择应该是在收益和风险之间寻找到一种平衡。Under certain condition,investment returns and risks are coherent.The insurance company has to make choices between high returns with high risks and low risks with low returns.However,the analysis on insurance company's risk partialities shows that these two extreme choices are not satisfied with the best condition.The right choice for insurance company is to make balances between returns and risks.

关 键 词：投资收益 相关性 保险公司 投资风险 

分 类 号：F840.3[经济管理—保险]