财经理论与实践Issue(3)：26-30,5.
中国寿险公司多元化经营的风险分析
A Risk Analysis on Diversified operation of Life Insurance Company in China
摘要
Abstract
This paper chooses the standard deviation of the return on assets and the return on equity of five life insurance groups,Xinhua,China Life Insurance,Taiping,Taikang and Pingan during 2001-2011 as the measure of firm-specific risk.The mean of the Lines Entropy Index of five life insurance groups is selected as the index of diversified operation.The paper takes them for empirical analysis.The results show that the diversified operation has a non-linear relation-ship with the standard deviation of the return on assets and the return on equity of the life insur-ance company.That is to say,the diversified operation can reduce the volatility of ROA and ROE to some extent.However,diversified operation may increase the volatility of ROA and ROE.关键词
寿险公司/多元化经营/风险分析/熵指数Key words
Life insurance company/Diversified operation/Risk analysis/Lines entropy in-dex分类
管理科学引用本文复制引用
刘娜,易佳,杨昊维..中国寿险公司多元化经营的风险分析[J].财经理论与实践,2014,(3):26-30,5.基金项目
2012年度中国保险学会教保人身保险高校课题研究基金(jiaobao2012-11) （jiaobao2012-11）
