The Research on Insurance Funds Investment Risks Based on VaR
With the increased insurance funds investment options, the investment risk faced by Chinas insurance companies has increased dramatically. In this article, we analyze Chinas insurance funds investment risk at present and then, explain the fundamental principles and calculation procedure of VaR and its derivatives. Based on these, Chinas insurance funds investment risk is empirically analyzed under the VaR method. At last, we analyze how VaR theory is utilized in the investment risk management of Chinas insurance industry and expect to promote its application in Chinas insurance funds investment management.
var insurance funds investment risk management
LI Xingyu
School of Statistics and Mathematics, Shandong University of Finance, P.R.China, 250014
国际会议
威海
英文
992-1002
2010-07-24（万方平台首次上网日期，不代表论文的发表时间）