A Optimization Study Of The Asset-Liability Management For Non-Life Insurance Company Of Our Country

Since 1980's restart of insurance in our country,insurance has developed so fast but still with distance from foreign companies Need to ensure that the nation is sure that the job is healthy , stable , continues developing, be accelerated the competition gap shortening with abroad, avoid treading again history track of an overturned cart, must stand realizing great-leap-forward development in a advanced theory and technology platform right away. That asset-liability management is the core content that the modern finance manages.If we can as soon as possible, have this one key area in hand and break,horizontal and international competition has the extremely important effect to the entirety hoisting our country insurance job's so definitely.The main body of this book points out vicious that our country's management still being in the junior stage which is to give first place to the risk managing interest rate mainly. But the thought that modern assets and liabilities manages is to emphasize that one kind of enterprise integrated planning cooperates with overall situatio especially,it value maximization is a target with shareholder wealth,look upon assets and liabilities administration as a complicated system engineering, by the fact that the type , quantity , time limit, risk to banking institution form inside and outside assets and liabilities making one's option and controlling, two aspect puts dynamic optimization administration into practice from all quantity and structure. Therefore the main body of a book suggest that the administrative optimization carrying out assets and liabilities on dangerous company of in the homeland property with multiple objective programming method studies, the assets and liabilities trying to carry out the dangerous company of property coming the advanced theory and technology manages, be the operations objective having discussed that the dangerous company of property restrains in the homeland in the inside and external various managing process what middle is confronted with as well as run after, the sign builds and the optimization model with certain mathematics coming the quantization being in progress , constraint condition and the operations objective is expressed one by one , restricting the optimization running after the target function down in constraint condition. Be that the company carries out case study according to what be built that model choosing Chinese insuring against property and then,come to the model explaining the main body of a book on this account how to be put into use and how to carry out analytical come to reach a conclusion on demonstration result, the author carries out the solvency checkout on demonstration result and , the assets and liabilities that the solvency oversees with dangerous company of property is managed being tied in wedlock each other, the at last submits the improvement suggestion that dangerous property company assets and liabilities manages in the homeland according to the case study result.An insurance company that does not coordinate its decision on assets and liabilities is courting financial disaster or insolvency. Asset-liability management can help it operate not only more steadily but also more profitably. The study is used by the concept of asset-liability management,goal programming, and non-linear goal programming model and analysed the case study. The purpose of this study is to suggest a model which applies non-linear goal programming to assist a non-life insurance company in making their asset allocation strategies and product mix decisions.