基于DEA模型的保险资金投资比例问题研究

发布时间：2018-05-18 10:06

本文选题：保险资金运用 + 投资比例　；参考：《吉林财经大学》2014年硕士论文

【摘要】：保险公司指的是销售保险合约、提供风险保障的公司，是金融三大支柱产业之一，，对国家宏观经济的运行有着重大意义。随着经济的发展和人们保障意识的不断提高，保险业的春天也即将到来。然而，保险业仍然处于“狼多肉少”的阶段，各家保险公司为了完成对市场的有效占有率，纷纷降低承保费用同时加大营销成本，这些都导致了保险业利润的减少。因此，仅仅依靠保费收入实现公司盈利并非长远之计，如何实现日益增长的保险资金余额的有效运用才能为各司提供更多的收益。而我国的保险资金的投资渠道有明文规定，需在银行存款、债权、投资基金、股票、不动产以及国务院规定的其他资金运用形式中进行投资，可是结果是其投资收益不仅与成熟的国际市场差距较大并且存在较大幅度的波动性，因此，探讨怎样实现保险资金投资收益的最大化的意义重大。本文正是基于这一背景而展开深入的研究。本文从保险投资的背景、意义和现有国内外文献出发，其次对保险资金运用的理论基础加以阐述，再对所用的数据包络分析方法（即DEA）做简单介绍，最后通过现有公司投资和收益数据，运用模型得出最佳投资比例，并针对结果分析，对保险资金投资提出可行性意见。
[Abstract]:Insurance company refers to the sale of insurance contracts, providing risk protection companies, is one of the three pillar industries of finance, which has great significance to the national macroeconomic operation. With the development of economy and the improvement of people's security consciousness, the spring of insurance is coming. However, the insurance industry is still in the stage of "the wolf is more than the meat". In order to complete the effective share of the market, insurance companies reduce the underwriting cost and increase the marketing cost one after another, which results in the decrease of the insurance profit. Therefore, it is not a long-term plan to only rely on the premium income to realize the profit of the company. How to realize the effective use of the increasing insurance fund balance can provide more benefits for the divisions. However, the investment channels of insurance funds in China are clearly stipulated that they should be invested in bank deposits, creditor's rights, investment funds, stocks, real estate and other forms of capital utilization prescribed by the State Council. However, the result is that the investment income is not only far from the mature international market, but also fluctuates to a large extent. Therefore, it is of great significance to explore how to realize the maximization of the investment income of insurance funds. This paper is based on this background to carry out in-depth research. Starting from the background, significance and existing literature of insurance investment, this paper expounds the theoretical basis of the use of insurance funds, and then introduces the data envelope analysis method (DEA). Finally, through the existing data of investment and income of the company, the best investment ratio is obtained by using the model, and the feasibility opinion on the investment of insurance funds is put forward according to the analysis of the results.
【学位授予单位】：吉林财经大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F224;F842

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