•  
  •  
 

International Finance and Accounting

Abstract

The article considered the creation of the best options for an investment portfolio, taking into account the investment opportunities of insurance companies, and developed its algorithm. The relevance of the formation of investment portfolios of insurance organizations was revealed. In insurance organizations, a table was formed on what types of securities should be selected, depending on the purpose of the investment portfolio. On the formation of the investment portfolio of insurance organizations, summarizing the existing models to date, he analyzed the advantages and disadvantages of each model. On the basis of studying the theories of the formation of the investment portfolio of insurance companies developed by economist scientists, the author developed conclusions and recommendations on the application in our country.

References

1. O‘zbekiston Respublikasi Prezdentining 4412-sonli “O‘zbekiston Respubliksai sug‘urta bozorini isloh qilish va uning jadal rivojlanishni taminlovchi chora tadbirlar” to‘g‘risida qarori 2019 yil 2-avgust (www.lex.uz milliy qonunchilik bazasi) 2. N.N.Nikulina, N.N.Mamykina, S.V.Berezina “Osnovы modelirovaniya i algoritm postroeniya optimalnogo investitsionnogo portfelya straxovoy organizatsii” Vestnik Moskovskogo universiteta MVD Rossii № 1 / 2016 3. S.E.Sarkisov “Forming the investment portfolio for the purposes of innovative development of an insurance organization” Regionalnыe problemы preobrazovaniya ekonomiki , №12, 2014 4. S.A.Ivanov, A.L.Novoslugin “Formation of investment portfolio of insurance company” https://studylib.ru/doc/2503464/formirovanie-investicionnogo-portfelya 2008 5. A.I.Buresh, “Formirovanie investitsionnogo portfelya imitatsionnыm modelirovaniem” Nauchnыy jurnal: Ekonomika i predprinimatelstvo 2013 http://naukarus.com/formirovanie-investitsionnogo-portfelya-imitatsionnym-odelirovaniem 6. I.A.Tetin “Vыbor aktivov dlya formirovaniya investitsionnogo portfelya straxovoy kompanii” Vestnik NGUEU, 2014, № 4 7. Yu.V.Nemtseva, A.L.Matveev “Riskoorientirovannыy podxod k upravleniyu investitsionnoy deyatelnostyu straxovoy organizatsii” Rossiyskoe predprinimatelstvo - Tom 16, Nomer 8 (Aprel 2015) 8. A.I.Buresh, (“Minimizatsiya riskov pri modelirovanii optimalnogo investitsionnogo portfelya straxovoy kompanii” Vestnik OGU №8 (144)/avgust 2012. 9. G.Kaigorodova, D.Alyakina, G.Pirkova, A.Mustafina “Investment Activity of Insurers and the State Economic Growth” Montenegrin Journal of Economics Vol. 14, No. 4 (2018), 109-123. 10. M.Gonkong, M.J.Karson, K.M.Ostashevskiy, Zhonkay Ven “Optimal decision on dynamic insurance price and investment portfolio of an insurer” Insurance: Mathematics and Economics, Volume 52, Issue 2, March 2013, Pages 359-369 https://www.sciencedirect.com/science/article/abs/pii/S0167668713000115 11. M.A.Nikolaev “Investitsionnaya strategiya” uchebno-metodicheskoe posobie Izdatelstvo PskovGU, 2015, 185-C. 12. Buyuk kelajak xalqaro notijorat tashkiloti “Oʼzbekiston Respublikasining 2035 yilgacha rivojlanish Strategiyasining kontseptsiyasi” 2018 yil 14-aprel. Strategiya Uzbekistan 2035 — Uzbekistan 2035 13. O‘zbekiston Prezidentining matbuot xizmati sug‘urta xizmatlari bozorini rivojlantirish bo‘yicha yig‘ilishida so‘zlagan nutqi 2019 yil 10 iyul.(www.prezdent press.uz) 14. A.V.Krutik, T.V.Nikitina “Organizatsiya straxovogo dela”, “Biznes-Pressa”, S-Peterburg, 1999 g.  15. C.Frangos, S.A.Zenios, Y.Yavin “Computation of feasible portfolio controlstrategies for an insurance company using a discrete time asset/liability model” Mathematical and Computer Modelling, Volume 40, Issues 3–4, August 2004, Pages 423-446 (https://www.sciencedirect.com/science/article/pii/S0895717704802723)

Share

COinS
 
 

To view the content in your browser, please download Adobe Reader or, alternately,
you may Download the file to your hard drive.

NOTE: The latest versions of Adobe Reader do not support viewing PDF files within Firefox on Mac OS and if you are using a modern (Intel) Mac, there is no official plugin for viewing PDF files within the browser window.