【作者】 胡蓉；

【导师】 秦建文；

【作者基本信息】 广西大学 ， 金融学， 2007， 硕士

【摘要】 本文旨在通过研究资产负债管理在我国寿险业经营中的运用现状，了解发展的阶段，分析存在的问题，从而提出改善我国寿险业资产负债管理现状的优化策略，促进其健康快速的发展。本文的主体主要分为四个部分：第一部分：阐述了寿险业资产负债管理的基本理论和主要的技术。第二部分：总结国外寿险业资产负债管理的现状，比较和借鉴国外经验。第三部分：从资产和负债管理以及体系的构建方面阐述了我国寿险业资产负债管理现状，分析的重点是资产负债匹配的现状。并以此为基础总结了我国寿险业资产负债管理存在的现实问题，从而为我国寿险业资产负债管理模式的选择和改进提供了依据。第四部分：从模式的选择、体系的建立和资金运用水平的提高等方面提出优化我国寿险业资产负债管理的策略。本文的主要创新之处是：第一，以详实的数据分析为基础揭示了我国资产负债管理的核心资产负债匹配的现状。第二，总结了我国寿险业资产负债管理存在的现实问题。第三，提出我国寿险业资产负债管理的优化策略包括：(1)分阶段的管理模式选择；(2)管理构架建设的纵向体系和横向体系；(3)分阶段的管理技术运用；(4)探讨寿险资金运用的新渠道。更多还原

【Abstract】 The thesis aims to submit an optimized strategy for improving current A&L management status of our country and push forward its healthy development by studying current situation of A&L management, learning its phase and analyzing exposed issues.The paper consists of 4 parts. First part: introduce A&L management foundational theories and main approaches in life insurance industry. Second part: summarize experience and approaches of international life insurance by comparing with practice in several countries. Third part: introduce current status of A&L management in our country, including detailed approaches and its system, which focus on matching of asset and liability nowadays. Based on the matching status, this part brings forward practical issues concerned, which is to provide support for the selection and improvement of our insurance A&L management pattern. Fourth part: come up with the strategy for improving and optimizing A&L management by selection of the pattern, setup the system and promotion investment.The points innovated of this paper are:■Analyze the current matching status of core A&L management in life insurance by detailed data support.■Summarize exposed issues in-depth of A&L management.■Work out the optimized strategy that should be in line with its developing phases, including selection of management pattern by phase, building management structure by horizontal and vertical way, appliance of management approaches by phase and implement of investment strategy by phase.更多还原