Dissertation > Excellent graduate degree dissertation topics show

Study on the Interest Rate Risk of Life Insurance in China

Author: XieFang
Tutor: GaoShuTang
School: Lanzhou Commercial College
Course: Finance
Keywords: Life insurance companies Interest rate risk Risk Measurement Strategy selection
CLC: F842.6
Type: Master's thesis
Year: 2009
Downloads: 267
Quote: 1
Read: Download Dissertation

Abstract


Since 2007 , the financial crisis sweeping the globe , the world economy into a downturn , guard against financial risks has become a worldwide topic , more and more attention has been paid . Life insurance industry as a business risk , not only there is the risk of the same and other industries , but also in the course of business , due to the special nature of the product pricing mechanism , liabilities huge amount and long-term policy embedded option features , determines the interest rate factor runs through the whole process of the life insurance business , interest rate risk is undoubtedly one of the biggest risk of the life insurance industry . The sound operation of the insurance companies is directly related to the stability of social stability , economic development and people's lives . Especially with the reform of China 's interest rate market , the life insurance industry will inevitably face caused due to frequent fluctuations in interest rates and the impact of interest rate risk , the potential threat caused by fluctuations in interest rates will become more apparent . Therefore , conduct in-depth research and quantitative analysis of interest rate risk in the status quo of China 's life insurance industry and its generation mechanism , has certain theoretical significance for the life insurance industry effectively guard against interest rate risk , and ensure the sustained , stable and healthy development of the life insurance industry , and enhance competitiveness in international markets and practical significance. Firstly, the use of static analysis methods start from the life insurance company's operating characteristics , these characteristics of the life insurance companies determine the interest rate factor runs through the whole process in the life insurance business ; Second, the analysis of the plight of China's life insurance companies currently facing interest rates and Empirical Analysis the formation mechanism of interest rate risk , analyzes the status quo of China's life insurance industry faces interest rate risk and the deep-seated reasons behind ; then, the interest rate risk of the life insurance industry , various metrics of the principle of the use of the tool , advantages and disadvantages of simple exposition , and from life insurance products actuarial pricing starting focus on the concrete application of VaR measure of interest rate risk in China's life insurance companies ; Finally, the angle from life insurance products and the company's internal management perspective , China's life insurance company to respond to the interest rate risk strategy selection . Also proposed on this basis , with the gradual improvement of the country's financial market , some strategies have yet to be explored methods . This article aims to feasibility and operability respond to interest rate risk to the life insurance company in China to provide an effective response .

Related Dissertations

  1. Research of Chinese Stock Market Based on AHP Risk,F832.51
  2. The Research of Open-End Fund Risk Measurement and Performance Evaluation Index on Fractal Theory,F832.5;F272
  3. Research on the Internal Control of Life Insurance Company in China,F842.3
  4. The process of marketization of interest rates of commercial banks management research,F832.2
  5. Our open-end fund market risk measurement,F224
  6. Research on the Risk Measurement of Open-Ended Fund by Extension Method,F832.51
  7. Interest Rate Derivatives and Interest Risk Management of Commercial Bank,F830.33
  8. The Study of Interest Rate Risk Management in Our Commercial Banks under the Interest Rate Marketization Reform,F832.2
  9. The Analysis of the Stock Market Risk Based on Copula Theory,F830.91
  10. Comprehensive Study on Life Insurance Company Core Competitiveness by Multivariate Statistical Analysis Methods,F840
  11. Credit risk measurement model and its applicability analysis,F832.2
  12. A Study on Credit Risk Measurement of China’s Commercial Banks Based on KMV Model,F832.2
  13. Termination of life insurance agents influencing factors,F842
  14. Economic capital of life insurance companies in the application of risk management,F224
  15. China's commercial banks credit risk measurement of SME,F832.4;F224
  16. The Research on the Management of Interest Rate Risk for Chinese Commercial Banks,F832.2
  17. Empirical Research on Interest Risk in Chinese Commercial Bank,F832.2
  18. Credit Risk Measurement and Management in Banking Based on KMV Model,F832.2
  19. Commercial bank interest rate risk measurement and control of the realistic choice,F832.3
  20. Credit Risk Management Study of Commercial Banks in China and Empirical Analysis,F224
  21. The Study of Liquidity Risk Management Based on Open-ended Fund Portfolio,F224

CLC: > Economic > Fiscal, monetary > Insurance > China's insurance industry > Various types of insurance
© 2012 www.DissertationTopic.Net  Mobile