| 责任准备金的最优投资计划 |
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| 引用本文： | 田存福,刘芳,吴黎军. 责任准备金的最优投资计划[J]. 系统工程理论与实践, 2005, 25(6): 76-86. DOI: 10.12011/1000-6788(2005)6-76 |
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| 作者姓名： | 田存福 刘芳 吴黎军 |
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| 作者单位： | (1) 新疆大学科学与技术学院;(2)新疆乌鲁木齐职业大学;(3) 新疆大学数学与系统科学学院; |
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| 基金项目： | 复旦 瑞士再保险研究基金(2001990101)，新疆大学科学基金(2003320106) |
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| 摘 要： | 给出两种责任准备金的投资模型—单纯存款模型和既可存款又可购买国债模型,都使原本无收益的保险基金产生了经济效益.并从中找到一个最优的投资方式—既存款又购买国债.最后用一个简单的实例模拟,取得良好的效果.期望本模型为我国的保险基金提供可以借鉴的方法.
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| 关 键 词： | 精算数学 责任准备金 线性规划 收益率 |
| 文章编号： | 1000-6788(2005)06-0076-11 |
| 修稿时间： | 2004-07-06 |
The Best Investment Plans of Reserve |
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| TIAN Cun-fu,LIU Fang,WU Li-jun. The Best Investment Plans of Reserve[J]. Systems Engineering —Theory & Practice, 2005, 25(6): 76-86. DOI: 10.12011/1000-6788(2005)6-76 |
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| Authors: | TIAN Cun-fu LIU Fang WU Li-jun |
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| Affiliation: | (1)College of Sciences and Technology Xinjiang University;(2)Urumqi Vocational University;(3)College of Mathematics and System Science; Xinjiang University |
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| Abstract: | In this paper, two investment models of reserve are given: one model is of only deposit and another is of either deposit or buying national debt. These models can make the reserve which has no economic profit bring some profit. From the models, a method which is the best for investment is found; it can be either deposit or buying national debt. A simple example is used with a satisfactory result is the paper. Hoping the models can offer a reference way to our national insurance fund. |
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| Keywords: | actuarial mathematics net premium reserve line programming rate of return |
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