摘要
分析传统保费投资研究的不足 ,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 ;考虑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意义 .最后 。
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.
出处
《天津大学学报（自然科学与工程技术版）》
EI
CAS
CSCD
北大核心
2001年第2期198-200,共3页
Journal of Tianjin University：Science and Technology
