保险公司投资组合的最优化模型研究

Research on Optimal Model for Investment Portfolio of Insurance Company

保险投资是保险公司为了保证自己本身的赔偿能力,增大竞争力,在经营业务的过程中,严格按照有关法律法规的要求运用积累的保险资金,使其维持增值保值的活动;保险公司的利润主要是投资利润和承保利润。对于保险公司的无风险资产和风险资产的最优化比例问题的研究对投资利润的最大化具有重要意义。

By using polynomial division skill, this paper gives a new method to solve inverse matrix of matrix polynomial, obtains two kinds of the formula to solve the polynomial matrices, applies the related conclusions by taking examples, makes these two kinds of the solutions to the inverse matrices of polynomial matrices simpler and simple to solve the similar problems, meanwhile, uses polynomial division skill to receive two conclusions on the inverse matrix related to polynomial matrices in reference [ 3 ], which is of reference significance to the solution to inverse matrices.