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A Study of Influence about Life Insurance Asset Management to Interest Decline
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 Title & Authors
A Study of Influence about Life Insurance Asset Management to Interest Decline
Jung, Hee-seog; Kim, Sun-Je;
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 Abstract
The purpose of this paper is to see what the problem is and what the direction of the strategy of asset management after this study has analyzed asset management status of domestic life insurance companies according to interest rate trends, analyzing in time series management asset lists, asset distribution state, and securities list of life insurance companies during 2000~2014. It has carried correlation analysis and regression analysis between yield and bond interest KOSPI index. As the study result, life insurance companies have managed assets in stability than profitability. The correlation coefficient between interest rate and performance rates of total asset, management asset and securities is highly plus, correlation of management asset performance rate is higher than that of total asset performance rate, and the correlation of securities performance rate is higher than that of management asset performance rate. The correlation coefficient of KOSPI and performance rate shows minus. The suggestion is that the change of asset management is required as the interest decline rises up a reverse margin risk because of the asset management of stability.
 Keywords
life insurance companies;asset management;asset distribution state;performance rate;strategy of asset management;reverse margin risk;
 Language
Korean
 Cited by
 References
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