基于VaR理論的保險(xiǎn)投資風(fēng)險(xiǎn)研究.pdf

1、中南大學(xué)碩士學(xué)位論文基于VaR理論的保險(xiǎn)投資風(fēng)險(xiǎn)研究姓名：周通申請(qǐng)學(xué)位級(jí)別：碩士專業(yè)：數(shù)量經(jīng)濟(jì)學(xué)指導(dǎo)教師：劉再明20080501ABSTRACTTheinsurancecompanyisoneofthemostimportantparticipatorsinthecapitalmarket，andthecapitalmanethasgraduallybecomeoneoftheimportantsourcesofprofitsforth

2、einsuranceindustryCurrentlytheinsurancefundshavebeenallowedintothenegotiablesecuritiesmarketInvolvedintheconstructionoftheinfrastructureandtheinvestmentoftherealestateandthepolyinvestmentmakestheinvestmentriskfacedbythei

3、nsuranceindustryincreasedramaticallyHowevertheefficientresearchesareveryshortinChinaontheinsuranceinvestmentriskcomparativelytoabroadTheVaRmodeliSamajormethodoftheriskmeasurementoffinancialmarketatpresent，andisappliedtot

4、heanalysisofinvestmentcombination，financialderivative，manetrisksandcreditriskextensivelynowThereforewetrytointroducethemostfamousriskmanagementVaRmodelofitskeystoneandcalculatingprocess，anddosomedemonstrationanalysistoth

5、einsurancecapitalinvestmentinordertoacceleratetheapplicationoftheVaRmodelintheinsurancecapitalinvestmentinourcountryChapterl：Introducingthebackgroundresearchsignificance；introducingthecontentsofthechoiceforthethesisandth

6、eframeofthepaperandthemainChapter2：ThetheoreticalgeneralintroductionoftheinsuranceinvestmentIntroducingthebasicconceptionsoftheinsuranceinvestment；statingthenecessityoftheinsuranceinvestment；analyzingtheevolutionofourcou