capacity and the reinsurance arrangements of the financial firm, the presented model is based on the proposition that the overall performance of a financial institution (e.g., a property liability insurance company) is a function of liquidity needs to pay the claims and allocation of investment ...
We solve the optimal asset allocation problem for an insurer or pension fund by using a benchmarking approach. Under this approach the objective is an incr... LB Wong - 《Insurance Mathematics & Economics》 被引量: 23发表: 2010年 A non-linear programming model for insurance company investment...
Capital Adequacy and Allocation Using Dynamic Financial Analysis This paper will discuss the use of a Dynamic Financial Analysis (DFA) model to assist a client company in determining the total capital required to support its underwriting activities, and the portion of that total required capital alloc...
2. Asset management business In 2016, the Company developed its investment strategy and optimized its asset allocation based on the liability nature of the insurance business, the fluctuation cycle of the capital market, and the principle of absolute returns, in order to maintain stable and ...
The investment committee of a life insurance company recommends a strategic asset allocation for the company based on the projected policy premium inflows and payouts along with long-term capital market expectations. This approach to strategic asset allocation is known as the:A. asset-liability approac...
The Company strikes a balance between long-duration interest rate bonds and risk assets as well as between robust equity assets and growth equity assets. Moreover, the Company carries out disciplined tactical asset allocation and accumulates high-quality assets to cope with various market environments...
More responsibility should be placed on an actuary or other suitably qualified professional individual to report on the overall financial strength of the company, both to management and to the supervisory authorities. 展开 关键词: Solvency financial strength asset margin emerging costs simulation ...
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Ping An’s insurance funds investment portfolio is comprised of investable funds from Life, Health, and P&C insurance businesses. As of June 30, 2024, the company’s insurance funds investment had grown 10.2% year-on-year to more than RMB5.20 trillion. ...
Asset management business Technology business Other businesses and elimination The Group 2022 32.7 7.6 12.4 2.4 5.8 N/A 17.9 2021 32.3 14.8 10.9 11.3 8.0 N/A 18.9 Change (pps) 0.4 (7.2) 1.5 (8.9) (2.2) N/A (1.0) Annual Report 2022 21Ping An Insurance (Group) Company of China, Ltd....