China Life Insurance Industry Solvency Risk Assessment (Series on Financial Risk and Insurance)

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 examines the evaluation methods of investment risk and asset-liability management risk. Additionally, it conducts an empirical analysis of the main pricing of life insurance investment risk using the Value-at-Risk (VaR) method, in combination with the current investment status of the Chinese life insurance industry.