| The insurance industry has become more and more important in the development of China.Especially in recent years,the development of China's insurance industry has risen to the strategic level.With the development of the insurance industry,the balance of the use of insurance funds has also increased year by year.Under the general situation of loosening investment channels of insurance funds,in the face of options with different income characteristics,the key to the use of insurance funds is not only what can be invested,but also how to choose investment tools,what kind of investment tools to choose,and the most investment portfolio.Excellent configuration ratio problem.This paper takes China Life Insurance Co.,Ltd.as the research object.In view of the problems existing in the current portfolio of China Life Insurance Co.,Ltd.,it uses the mean-CVa R model with policy constraints and uses historical data to invest in China Life Insurance Co.,Ltd.insurance funds.Combining optimization problems for research,,it is concluded that China Life Insurance Co.,Ltd.can optimize investment portfolio.One can consider reducing the proportion of bank time deposits;second,actively participate in credit investment in the industrial sector;third,increase the proportion of securities investment funds or Set up special products to invest in listed company stocks,non-publicly issued exchangeable bonds of listed company shareholders,and try new investment in science and technology,biology,film and television industries;Fourth,consider increasing private equity investment,unlisted equity,preferred stock,etc.The proportion of other equity assets,financial support for unlisted companies,etc.,and the selection of secure third-party entrusted investment.In addition,in order to further improve investment capacity,China Life Insurance Co.,Ltd.also needs to establish a linkage investment decision-making system,increase alternative investment examples,and strengthen the system and rules. |
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