Asset Liability Modeling and Analysis in China's Insurance Industry (Series on Financial Risk and Insurance)

Author: Dai Wensheng
Publisher:
Publish Date: 2004-06-01
Features: This book starts from the perspective of modeling, analyzing the construction theory of investment models, fair value assessment models for liabilities, and asset-liability management models in insurance enterprises. It conducts a comprehensive comparative analysis of stochastic asset models in the insurance industry and studies the feasibility of constructing stochastic asset models for the Chinese insurance industry, as well as the approach to building asset-liability management models for the Chinese insurance industry. This lays the foundation for developing practical asset-liability management models for the Chinese insurance industry, thereby improving the risk management level of the insurance industry.