基于蒙特卡洛模拟的我国寿险公司盈利能力研究

运用蒙特卡洛模拟方法,利用历史经验数据,分析我国寿险公司利润产生路径并建立模型,对我国寿险公司未来五年的盈利能力进行预测研究,定量分析各考察因素对利润影响的贡献度。结果表明:我国寿险公司在未来五年的盈利能力状况良好,但存在一定波动;投资业务将成为未来五年寿险公司利润的主要可能增长点,且在银行存款、基金、证券及股权五类投资中,股权投资将对利润的贡献度最大;退保率对寿险公司盈利能力的影响在长期内不显著。

Study on the Capacity of Profitability of Life Insurance Companies in China Based on Monte Carlo Simulation

In this paper Monte Carlo simulation is used to predict the profitability of China’s insurance company over the next five years.The model is built with the path of China’s life insurance company profits and the historical experience of data.Through the quantitative analysis of the investigated factors and profitability of the companies,we can come to the conclusion:China’s life insurance company will be in good profitability in the next five years,but there are some fluctuations;investment business will become the new potential profit growth point,and the equity investment will contribute more profit than deposits,funds and securities;the impact of withdraw rates on the profitability of life insurance company is not significant in the long term.