保险资金最优投资策略研究.docVIP

PAGE PAGE 16 保险资金最优投资策略研究 摘要：随着中国近年来金融行业的迅速发展，保险业首当其冲，无论是行业实力还是保费规模都处于迅速增长的状况。保险公司为了获得更多的收益，将积累的保险资金投入到各种金融项目中，扩大资金量从而获得收益。在现代保险业生存和发展中，保险投资是必不可少的，同时在经营保险公司时也需要用到保险资金的投资。但是我国的的金融市场仍旧不够完善，再加上前段时间金融危机的长期影响，保险资金投资的综合收益率处于逐年降低的状况，各家保险公司的资金投资仍然存在许多的问题。于是保险公司需要将保险资金的流动性、安全性以及盈利性进行研究处理，这样才能在注重投资资金的安全基础上，迎合现代经济迅猛发展的趋势，提升自身的竞争力。为了促进保险业的迅速发展，保险监管机构需要加强对各个保险公司的监管、开拓保险资金投资的渠道。 本文通过对我国保险资金的投资现状的研究，得出目前我国保险投资存在的问题并分析其原因。根据投资组合理论，建立VaR模型，从而得出我国保险公司资金最优投资组合策略。保险公司可以根据该最优投资策略来调整结构，降低投资风险以获得更高的投资收益。 关键词：保险，保险投资，VaR模型 Insurance funds optimal investment strategy study Abstract: With the rapid development of Chinas financial industry in recent years, the insurance industries bear the brunt. Whether it is industrial-strength or size of the premium are in rapidly growing health Insurance companies in order to get more revenue, the accumulated insurance funds into various financial projects, expand the amount of money. In the modern survival and development of the insurance industry, the insurance investment is essential, at the same time when the operating insurance companies will need to invest insurance funds. However, Chinas financial market is still not perfect, coupled with the long-term impact of the financial crisis some time ago, comprehensive insurance investment rate of return is in the situation of decreasing year by year, capital investment in various insurance companies there are still many problems. So the insurance company insurance funds need liquidity, safety and profitability research process, so as to focus on security-based investment funds, based on the rapid development to meet the trend of modern economy, and enhance their competitiveness. In order to promote the rapid development of the insurance industry, the insurance regulators need to strengthen supervision of the individual insurance companies to open up investment channels of insurance funds. Based on?the current situation of Chinas insurance funds to invest?in research, come to our country insurance inve