【作者】 雷星晖；

【Author】 Lei Xinghui (School of Economics and Management Tongji University Shanghai 200092)

【机构】 同济大学经济管理学院；

【摘要】 建立了非寿险公司的险种组合决策模型,分析了最优份额的实现问题。模拟计算表明模型有一定的应用性。更多还原

【Abstract】 Insurance companies engage in a kind of special business,that deal with risk. They act in the whole risk markets as a broker, who transfer risk and share responsibility for insured. So in the field of insurance,it is very important to research the risk management. But from what I had studied,I think at present the research of risk management in the field of insurance is still engaging in the single insurance variety. But for insurance company it is more important to know what is the risk situation when several kind of insurance varieties was composed. In the view of the above- mentioned situation, I have researched carefully and given a minute analyses on Markowitz Portfolio-Selection-Model in capital theory. Compared with the combination of insurance varieties of non-lifee insurance companies,I reached the conclusion the Markowitz Model is able to be used totally in the optimization decision on structure of insurance varieties of non-lifee insurance companies. And I raised the algorithm routine to decide the optimum share in combination of insurance varieties. And further discussed the way and method to realize it.更多还原