Economic Models of Assets and Liabilities Management in Life Insurance Companies

Student: Kopteva Anastasiia

Supervisor: Sergey Konstantinovich Zavriev

Educational Programme: Financial Markets and Financial Institutions (Master)

Year of Graduation: 2016

There is an urgent necessity of investment programs quality analysis, which is impossible without deep contemplation of products creation and management principles in nowadays situation in the life insurance market, which offers investment products. Master's thesis on the topic Economic models asset and liability management in the life insurance company is a modeling Treasury approach to the portfolio management of the investment life insurance product reserves. The object of this research is to focus the development of the life insurance market for investment products. The subject is investment life insurance market-leader companies’ product. The aim of the study is to establish an effective management model of investment life insurance product reserves. Principles of portfolio management of life insurance products are illuminated and ordered. Life insurance product reserves management model with a substantiation of effectiveness determination method and model testing are established, as well as the investigation the sensitivity to a weakening of restrictions.

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