Discussion on the optimal portfolio of insurance companies

DOI

10.2991/isss-15.2015.23How to use a DOI?

Keywords

optimal portfolio; linear programming; covariance.

Abstract

With the rapid development of China's insurance industry, the insurance funds are becoming larger and larger. However, behind the rapid development of the insurance industry, some problems have become increasingly prominent such as lower revenue and insufficient repayment. The purpose of this paper is to find an optimal portfolio strategy for China's insurance companies to make best use of existing funds and provide guidance, combining the current situation in China. First, through international comparison, we can find our current problems: narrow investment channel and low profitability. Second, we conduct a mathematical model to find the optimal strategy which is suitable for most companies. Third, we take Ping An Group Insurance Company for example and compute the proportion of each form of investment. Conclusions and suggestions are put forward finally.

Copyright

© 2015, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Sixing Zhang
PY  - 2015/08
DA  - 2015/08
TI  - Discussion on the optimal portfolio of insurance companies
BT  - Proceedings of the 1st International Symposium on Social Science (isss-15)
PB  - Atlantis Press
SP  - 90
EP  - 95
SN  - 2352-5398
UR  - https://doi.org/10.2991/isss-15.2015.23
DO  - 10.2991/isss-15.2015.23
ID  - Zhang2015/08
ER  -