国内外保险投资和保险定价研究的发展评述

摘要

回顾了国内外近年来保险投资和保险定价研究的主要发展，着重评述了最优控制理论、随机微分博弈理论在保险投资与最优保险定价中的运用以及保险定价中如何融入资本分配因素，提出了有待进一步研究的问题以及对于我国保险投资和保险定价研究工作的意义。%　　The development of the study of insurance investment and pricing all over the world is reviewed. The application of optimal control theory and stochastic differential game in the insurance investment and optimal pricing are focused on and how to determine the insurance price when considering the capital factor is also discussed. Finally, the problems that would be further studied are proposed and the significance to the approach work of insurance investment and pricing in our country is also discussed.