摘要
保险资金的运用已成为保险企业生存和发展的关键因素之一，本文通过介绍保险资金运用的现状，分析影响其运用的风险因素。根据保险资金投资组合的性质，提出用风险价值（VAR）计量其风险的设想，并通过实例进行说明，最后对风险价值在保险资金投资风险管理应用中的情况进行评价。
Investment of insurance funds has become one of the critical factors affecting the survival and development of the life insurance companies. This article analyzes risk factors impacting life insurance investment after making an introduction of the current environment. Based on the characteristics of insurance investment portfolio, it suggests using VAR to value these risks and justifying this idea with examples. It also evaluates the application of VAR in risk management process of insurance fund investment.
出处
《保险研究》
CSSCI
北大核心
2005年第12期60-62,共3页
Insurance Studies
关键词
保险资金组合
风险计量
风险价值
insurance investment portfolio
risk measurement
value at risk
作者简介
胡伟益（1968-），男，高级会计师，西安交通大学经济与金融学院硕士研究生，现供职于中国人保资产管理股份有限公司。
