摘要
本文我们首先讨论了保险基金投资的重要性和必要性 ,然后 ,利用保费收取与保险赔付间的时滞 ,对保险基金投资的总收益和总风险进行了分析 ,建立了考虑承保风险 ,并兼顾总收益与总风险的保险基金投资模型 ,并给出了最优投资比例公式。这对保险人进行保险基金投资有重要的理论与实践意义。最后 ,通过释例进行了说明。
In this paper,author discuss first the importance and necessity of insurance funds investment,then using the time gaps between payment insurance and insurance indemnity,analyse total reture and total risk of insurance funds investment,establish insurance investment models that consider underwrite risk and give consideration to both reture and risk. In addition,optimal investment proportion formulas are also presanted. It provides improtant theorial and practical significance for insurer to investment with premium.Final,authors give a illustration to show their application.
出处
《管理工程学报》
CSSCI
2001年第2期40-43,共4页
Journal of Industrial Engineering and Engineering Management
