Optimal Allocation Model Of Insurance Premium And Assets And Its Statistical Inference

The issue of capital distribution has always been one of the hot topics of risk management.It means that by building target functions,corporate capital reasonably distributes corporate capital into different industrial lines or investment portfolios to achieve the purpose of reducing capital loss and avoiding risks.The problem of capital distribution is a decision-making plan in financial studies,and in non-life insurance pricing,it is used for premium formulation.Therefore,this problem is also called premium distribution.After continuous development,scholars have proposed a variety of distribution models to solve the problem.This article will discuss the problem of capital distribution on the basis of the average distribution model and mean-square distribution model.First of all,this article introduces the definition of risk measurement.The problem of capital distribution is developed on the basis of this definition.Later,the proof process of the average distribution model and its optimal solution was given.At the same time,the mean-variance model was introduced,and the proof process of the optimal distribution of the model was described.Secondly,because the optimal prediction of the index weighted the square loss function is the principle of ESSCher premium,the principle of ESSCher premiums is introduced in the average distribution model,which obtains the optimal solution of the optimal distribution model and the model based on the ESSCher premium principle,and and the model,and the model of the model,and the model,and the model,and the model,and the model,and the model,and the model,and the model,and the model,and the model.The estimation of optimal distribution is studied.Through numerical simulation,the estimated composition and gradual state are verified.Then,the average model and the improved mean-variance variance model were discussed.The general form that was solved and the non-parameter estimation of the solution was given.Later,the literature known data was used for numerical simulation.Next,considering the fund distribution of sub-projects under the enterprise project,the optimal distribution model of multi-dimensional assets on the heterogeneity on the sub-project was proposed,and the optimal distribution of the model was obtained.In the case of distribution,the optimal distribution of the model is given,and the conclusions of the data to solve the conclusions are brought into the data.Finally,the content of this article summarized and explained the next research direction.