保险基金动态调整投资研究

摘要

Research on portfolio investment of insurance fund provides a theoretical foundation for decreasing insurance premium rate and providing preferential terms of insurance. According to the characteristics of insurance fund and insurance investment this paper establishes the multi - period insurance fund investment model and dynamic adjustment model which involve the underwriting return and transaction cost Because the model is complex, this paper adopts the hybrid genetic algorithm to solute the model, and we verify the effectiveness and feasibility of the model by analyzing an example. This research has a positively theoretical and practical significance to guide the insurance fund investment.%保险基金组合投资的研究为保险企业降低保费率或提供保险优惠条件提供了理论依据.本文针对保险基金及其投资的特点,建立了有承保收益和交易费用影响的多期保险基金投资及动态调整模型.由于模型比较复杂,因此本文采用混合遗传算法对模型进行了求解,并通过实例对问题进行了分析,验证了模型的有效性和可操作性.本研究对指导保险基金投资有积极的理论和实际意义.