摘要
近年来投资型寿险产品在我国发展迅速,众多保险公司凭借投资型寿险产品扩大了保费规模,增强了市场竞争力,然而保险公司在经营投资型寿险时所面临的风险也逐渐显露。其中对保险公司影响显著的主要为利率风险、退保风险、偿付能力风险以及品牌价值风险。通过建立最优投资策略模型并应用随机模拟分析发现,保险公司所面临的风险主要受市场波动率、保险期限及投保人数的影响,提出了改变经营策略、调整产品结构,发展保险证券化,完善保单后续服务的相关建议。
In recent years,equity-linked life insurance product developed rapidly in China,which made many insurance companies enlarge the scale of premium and enhance their market competitiveness.However,the risk is revealed gradually when insurance companies are operating equity-linked life insurance.Insurance company is mainly influenced by interest rate risk,surrender risk,solvency risk and brand value risk.By optimal investment strategy model and stochastic simulation,market volatility,insurance period and insured numbers affect the risk of insurance company apparently.Furthermore,some suggestions including operation strategy and product structure adjustment,insurance securitization development,policy service improvement are proposed.
出处
《东北师大学报（哲学社会科学版）》
CSSCI
北大核心
2017年第5期31-37,共7页
Journal of Northeast Normal University(Philosophy and Social Science Edition)
基金
国家社科基金青年项目(12CJY109)
教育部人文社会科学研究青年基金项目(11YJC790113)
吉林省社会科学基金博士扶持项目(2014BS39)
吉林大学科学前沿与交叉学科创新项目(2011QY022)
关键词
投资型寿险产品
保险公司
随机模拟
Equity-linked Life Insurance Product
Insurance Company
Stochastic Simulation
