China Insurance Industry Asset Liability Modeling and Analysis

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 companies. It provides a comprehensive comparative analysis of random asset models in the insurance industry and studies the feasibility of constructing random 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.