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An Empirical Study on the Optimal Investment Proportion of China’s Life Insurance Funds

Author: WangYingYing
Tutor: ZhangYueFei
School: Zhejiang University
Course: Finance
Keywords: Life insurance companies Life insurance funds Investment ratio Coefficient of risk appetite
CLC: F842
Type: Master's thesis
Year: 2010
Downloads: 163
Quote: 0
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Abstract


The life insurance company 's profit comes mainly from underwriting and investment operations , while today's sharp decline in underwriting profit or even a loss , investment business has gradually become a major profit growth point of the life insurance company . Comment on the domestic and international insurance investment theory based on the major developed countries, the proportion of life insurance funds investment experience in the international arena , in-depth analysis of the status quo and problems of China 's life insurance funds investment ratio , and China Life Insurance Company, Life Insurance investment as patients , the use of theoretical and empirical research methods such as nonlinear programming , combined with modern portfolio theory , the introduction of risk preference coefficient , and to establish the optimal investment scale model , in order to determine the optimal investment proportion of life insurance funds , and compare the model results with the proportion of the actual investment situation in China Life . The study found that : the bonds investment ratio is almost equal to the theoretical results ; bank deposits below the theoretical results ; equity assets investment ratio is slightly higher than the theoretical results . The results also show that the actual portfolio of life insurance company in China is still under control in a relatively low level of risk . Finally, recommendations to improve investment in China's life insurance policy .

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CLC: > Economic > Fiscal, monetary > Insurance > China's insurance industry
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