[1] Outreville J F. The Relationship between Insurance and Economic Development: 85 Empirical Papers for a Review of the Literature[J].Risk Management and Insurance Review, 2013, 16(1): 71-122.
[2] 薛志勇. 偿付能力要求对寿险公司投资资产多元化配置的影响研究[D].大连:东北财经大学, 2022.
[3] 王瑞敏. 我国保险公司投资资产配置效率及影响因素研究[D].天津:天津大学, 2020.
[4] 中国银保监会财务会计部. 我国保险业偿付能力监管制度建设的回顾与展望[J].保险研究, 2018(12): 34-37.
[5] 尹成远, 叶晓淼, 尹秋恬. 寿险公司资金运用效率及其影响因素研究——基于中国偿付能力监管体系变革的视角[C]//清华大学经济管理学院中国保险与风险管理研究中心, 湖南大学金融与统计学院. 2022中国保险与风险管理国际年会论文集. 清华大学出版社, 2022: 1018-1032.
[6] Doff R. A Critical Analysis of the Solvency II Proposals[J].The Geneva Papers on Risk and Insurance-Issues and Practice, 2008, 33: 193-206.
[7] Van Bragt D, Steehouwer H, Waalwijk B. Market Consistent ALM for Life Insurers—Steps toward Solvency II[J].The Geneva Papers on Risk and Insurance-Issues and Practice, 2010, 35(1): 92-109.
[8] Braun A, Schmeiser H, Schreiber F. Solvency II's Market Risk Standard Formula: How Credible is the Proclaimed Ruin Probability?[J].Journal of Insurance Issues, 2015: 1-30.
[9] Braun A, Schmeiser H, Schreiber F. Portfolio Optimization under Solvency II: Implicit Constraints Imposed by the Market Risk Standard Formula[J].Journal of Risk and Insurance, 2017, 84(1): 177-207.
[10] Asimit Alexandru V,Badescu Alexandru M,Tak Kuen Siu,Zinchenko Yuriy. Capital Requirements and Optimal Investment with Solvency Probability Constraints[J].IMA Journal of Management Mathematics, 2015, 26(4): 345-375.
[11] Escobar M, Kriebel P, Wahl M, et al. Portfolio Optimization under Solvency II[J].Annals of Operations Research, 2019, 281(1): 193-227.
[12] 王灵芝. “偿二代”体系下保险资产配置策略及效率评估[J].保险研究, 2016(10): 89-101.
[13] 王灵芝. 《资产负债管理监管规则》对保险资金运用的影响[J].中国保险, 2018(7): 53-59.
[14] 段国圣. 资本约束下的保险公司最优资产配置: 模型及路径[J].财贸经济, 2012(8): 72-79.
[15] 王丽珍. 监管压力、资本调整与风险承担——基于寿险业联立门限回归模型的研究[J].经济管理, 2015(10): 106-116.
[16] 黄海森, 高琳. 偿付能力角度下我国寿险公司资产配置研究[J].保险职业学院学报, 2014(6): 16-21.
[17] 雷鸣, 苗吉宁, 叶五一. 监管压力对寿险公司风险承担的门限效应研究[J].保险研究, 2015(8): 54-66.
[18] Markowitz H. Portfolio Selection[J].Journal of Finance, 1952(1): 77-91.
[19] Sharpe W F. The Capital Asset Pricing Model: A “Multi-Beta” Interpretation[M]//Haim L , Marshall S. Financial Dec Making Under Uncertainty.Cambridge:Academic Press , 1977:127-135.
[20] Hansen B E. Threshold Effects in Non-dynamic Panels: Estimation, Testing, and Inference[J].Journal of Econometrics, 1999, 93(2): 345-368.
[21] Bick A.Threshold Effects of Inflation on Economic Growth in Developing Countries[J].Economics Letters,2010,108(2):126-129. |
2025, Vol. 357 
