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根据寿险业的资产负债管理理论,寿险业的投资不仅只考虑投资的收益和风险,负债情况同样也是影响资产配置的重要因素。在我国,保险公司在投资过程中需要考虑的重点因素分别为负债的久期、信用风险和流动性因素。根据我国金融市场中的历史收益率,运用投资组合理论和AHP方法可以计算出我国寿险业资产投资的最优配置组合。
According to the asset and liability management theory of the life insurance industry, the investment in the life insurance industry not only considers the returns and risks of investment, but also the indebtedness is also an important factor that affects the asset allocation. In our country, the key factors to be considered by insurance companies in the investment process are the duration of debt, credit risk and liquidity factors respectively. According to the historical rate of return in China’s financial market, using portfolio theory and AHP method can calculate the optimal allocation of life insurance industry’s asset allocation.