| 我国保险资金运用风险分析及衡量 |
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| 引用本文： | 解强,付忠名.我国保险资金运用风险分析及衡量[J].湖南财经高等专科学校学报,2008,24(3):84-87. |
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| 作者姓名： | 解强 付忠名 |
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| 作者单位： | 1. 南开大学经济学院,天津,300071
2. 北京农村商业银行,北京,100034 |
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| 摘 要： | 随着保险资金规模的不断扩大，其面临的投资风险也越来越大。主要利用定性和定量的分析方法分析保险资金运用的风险。VaR计算结果显示，保险资金应扩大债券类资产的投资份额，慎重选择证券投资基金和股票。同时，现阶段证券投资基金表现出了比股票市场更高的波动性。
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| 关 键 词： | 保险资金 在险价值 风险分析 |
Analysis of Investment Risks of Insurance Fund in China |
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| XIE Qiang,FU Zhong-ming.Analysis of Investment Risks of Insurance Fund in China[J].Journal of Hunan Financial and Economic College,2008,24(3):84-87. |
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| Authors: | XIE Qiang FU Zhong-ming |
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| Institution: | XIE Qiang1 FU Zhong-ming2(College of Economics,Nankai University,Tianjin 300071,Beijing Rural Commercial Bank,Beijing 100034) |
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| Abstract: | With the extension of fund size,investment risk of insurance fund increases.We make use of qualitative and empirical means to analyze investment risks of insurance fund.The share of bonds in insurance fund needs to be increased while investment fund securities and stocks should be considered carefully.At the same time,we find that investment fund of securities fluctuates more than stocks. |
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| Keywords: | insurance fund value at risk analysis of risks |
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