| Along with the ongoing increase of insurance companies' asset scale, life insurance companies have to make the asset to be more valuable as well as keep it safe. Accept insurance business and investment business are the two important parts of life insurance industry. Most of the benefits are from investment business. Accept insurance business is becoming a way of raising money. The benefit from investment business can make up the loss of accept insurance business and provide impetus to the management of life insurance companies. At the same time, asset of life insurance companies have become an important part of capital market.From the background mentioned above, the thesis focuses on the investment character of life insurance companies. It explains the meaning and principles of life insurance investment. It also analysis the investment activities at the basis of combine the accept insurance business and investment business.The thesis is mainly about the optimal investment proportion of life insurance companies. At the basis of classical investment portfolio theory, risk preference coefficient is imported, and model is built up, to confirm the optimal investment proportion of life insurance companies. |
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