化解我国寿险业利差损风险探析

• 作 者: 周艾珂
• 机 构: 北京大学经济学院,
• 出 处: 保险研究
• 发表日期: 2007年11期
• 关键词: 利差损 寿险 寿险利差损 投资组合 风险控制 预定利率 资产负债管理 投资组合管理 经营战略 寿险业务

寿险公司的利差损风险直接影响着寿险公司的稳健经营及长期发展。我国寿险业利差损的形成原因主要是寿险业经营战略不明确、产品结构不合理、资产负债不匹配,其中最主要的原因就是资产负债的不匹配。要想有效地化解利差损风险,就要从资产负债匹配的角度调整优化业务结构,完善投资组合管理,使利差损降低到最小。

Life insurance company profit risk directly affects the life insurance company’s steady operation and long-term development. The reasons for the spread of life insurance profits in China are mainly the uncertain life management business strategy, unreasonable product structure and the mismatch of assets and liabilities. The most important reason is the mismatch of assets and liabilities. In order to effectively resolve the risk of loss-making, it is necessary to adjust and optimize the business structure from the point of view of assets and liabilities matching so as to perfect the investment portfolio management and minimize the profit and loss.