| 保险投资的最优投资比例研究 |
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| 引用本文： | 荣喜民,吴孟铎,等.保险投资的最优投资比例研究[J].天津大学学报(自然科学与工程技术版),2001,34(2):198-200. |
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| 作者姓名： | 荣喜民 吴孟铎 |
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| 作者单位： | [1]天津大学理学院，天津300072 [2]天津大学管理学院，天津3 |
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| 摘 要： | 分析传统保费研究研究的不足，利用保费收取与保险赔付间的时滞，对收取的保费进行投资，考察承保风险对投资的影响，建立了考虑承保风险的保险投资模型，并得出最优投资比例。这对保险人正确利用保费进行投资有重要竟然意义。最后，通过释例进行了说明。
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| 关 键 词： | 承保风险 风险忍耐测度 保险投资 最优投资比例 保费投资 保费收取 保险赔付 |
| 文章编号： | 0493-2137（2001）02-0198-03 |
| 修稿时间： | 1999年11月15 |
RESEARCH ON OPTIMUM
INVESTMENT PROPORTION OF INSURANCE INVESTMENT |
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| RONG Xi-min ,WU Meng-duo ,LIU Bo-yang.RESEARCH ON OPTIMUM
INVESTMENT PROPORTION OF INSURANCE INVESTMENT[J].Journal of Tianjin University(Science and Technology),2001,34(2):198-200. |
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| Authors: | RONG Xi-min WU Meng-duo LIU Bo-yang |
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| Institution: | RONG Xi-min 1,WU Meng-duo 2,LIU Bo-yang 3 |
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| Abstract: | In this paper,by analying the drawback in the study of traditional premium investment and using the sluggish time between premium return and insurance claims,the investment of insurances is studied.In view of the underwrite risk,an insurance investment model that considers the underwrite risk is established,and the optimum investment proportion is solved.It provides more theoretical and practical significance for the insurer to invest with premium.Finally,an example is given to show their application. |
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| Keywords: | underwrite risk utility function measure of risk restrain oneself |
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