摘要
本文我们对保险基金投资的必要性进行了简单说明,然后,利用保费收取与保险赔付之间的时滞,对保险基金进行投资研究,建立了考虑投资人风险偏好的连续时间的保险投资模型,并对最优投资比例进行了研究。
In this paper, author give simple explaination for necessity of insurance funds investment. Using the time gaps between payment insurance and insurance indemnity, author study insurance funds investment, establish insurance investment model on continuous time in which reference of risk is considered, and study optimum investment proportion.
出处
《数理统计与管理》
CSSCI
北大核心
2004年第4期49-52,共4页
Journal of Applied Statistics and Management
基金
南开大学天津大学刘徽应用数学中心资助
关键词
保险基金
投资
风险偏好
布朗运动
Insurance Funds
Investment
Reference of Risk
Brownian Process
