Study On Optimization Of Ping An's Insurance Funds Investment

Recent years,China's insurance industry has developed rapidly,On December 31,2016,the total assets of insurance industry reached 15.12 trillion,grew by 22.31% year on year;the insurance funds of investment reached 13.39 trillion,grew by 19.78% year on year.At the same time,regulators loosen its regulation on the channels and limits of investment,the intensification of market competition has greatly reduced underwriting profits of insurance companies,and even partially insured losses.At present,investment of insurance funds is playing a more and more important role and it is important to optimize the portfolio.Based on this,the thesis studies that the combination of theory and practice is applied to optimize the portfolio of Ping An insurance funds.On the basis of the existing theories at home and abroad,get a new portfolio selection model based on the mean-variance mode in modern investment theory while taking underwriting risk into consideration,using the latest data from 2010 to 2015,do empirical analysis to optimize the portfolio of Ping An insurance funds.Put forward optimization suggestions based the result of empirical analysis and existing problems of Ping An Insurance Company insurance investment.