China life insurance industry solvency risk assessment

Author: Wang Fuxin
Publisher:
Publish Date: 2004-04-01
Features: Based on a systematic analysis of the formation mechanism of solvency risk in the life insurance industry, this book theoretically explores the evaluation methods of investment risk and asset-liability management risk. It also conducts an empirical analysis of the main risks of life insurance investment using the Value-at-Risk (VaR) method, combined with the current investment status of the Chinese life insurance industry.