基于多目标规划的寿险公司资产负债管理

资产负债管理是保险公司管理的核心内容之一,其所要实现的目标很多,其中某些目标之间是具有矛盾性的。本文针对寿险公司资产负债管理存在的众多冲突目标问题,建立了一个多目标资产负债管理模型,以帮助寿险公司实现资产配置和负债配置的风险最小化目标、利润最大化目标和公司价值最大化目标。算例分析发现,基于多目标规划的资产负债管理模型能够同时实现不同的目标,改善寿险公司的管理效果,而且该模型具有稳定性。

Toward Life Insurance Companies'Asset-Liability Management Based on Multi-Objective Programming

This paper constructs an outsourcing model that embraces innovations from developed countries to research the impact of the outsourcing transfer from developed to developing countries on the wage inequality between developed and developing countries and the innovation of the latter. We found that outsourcing transfer has complex effects on wage inequality, and more importantly, the more the outsourcing transfer, the greater the innovation. The results also show that the more imitation the processing traders...