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Investment Selection and Risk Management for Insurance Corporation

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Intelligent Data Engineering and Automated Learning – IDEAL 2006 (IDEAL 2006)

Part of the book series: Lecture Notes in Computer Science ((LNISA,volume 4224))

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Abstract

The problems related to the investment selection and risk management are very important for the insurance corporation and are considered in this paper. When performing the investment selection and risk management, the insurance corporation should suitably choose the policy among a variety of production/business policies with different risk and profit potential. In this paper, the optimal investment selection and risk management policy for the insurance corporation is defined as the objective to find the policy which maximizes the expected total discounted dividend pay-out until the time of bankruptcy.

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Author information

Authors and Affiliations

  1. School of Law, Dalian Maritime University, 116026, Dalian, P.R. China

    Yan-Ling Wang

  2. School of Management, Dalian University of Technology, 116024, Dalian, P.R. China

    Yan-Ling Wang & De-Li Yang

Authors
  1. Yan-Ling Wang
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  2. De-Li Yang
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Editor information

Editors and Affiliations

  1. Escuela Politécnica Superior, GICAP Research Group, Universidad de Burgo, Calle Francisco de Vitoria S/N, Edifico C, Campus Vena, 09006, Burgos, Spain

    Emilio Corchado

  2. School of Electrical and Electronic Engineering, University of Manchester, UK

    Hujun Yin

  3. Department of Information Systems and Computation, Technical University of Valencia, Camino de Vera, Valencia, Spain

    Vicente Botti

  4. University of West Scotland, PA1 2BE, Paisley, Scotland

    Colin Fyfe

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© 2006 Springer-Verlag Berlin Heidelberg

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Wang, YL., Yang, DL. (2006). Investment Selection and Risk Management for Insurance Corporation. In: Corchado, E., Yin, H., Botti, V., Fyfe, C. (eds) Intelligent Data Engineering and Automated Learning – IDEAL 2006. IDEAL 2006. Lecture Notes in Computer Science, vol 4224. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11875581_153

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  • DOI: https://doi.org/10.1007/11875581_153

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-45485-4

  • Online ISBN: 978-3-540-45487-8

  • eBook Packages: Computer ScienceComputer Science (R0)

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