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The Risk Measurement of China’s Insurance Fund Investment—Based on VaR Model

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Figure

Table 1. Total insurance assets and insurance fund investment balance in 2011-2017 (Unit: trillion yuan)
Table 2. Changes in theInsurance Fund Investment Structure in 2011-2017 (Unit: trillion yuan)
Figure 1. Changes in the return on insurance fund investment in 2011-2017. Data Source: The 2012-2018 China insurance yearbook
Table 3. Descriptive statistics of the return series of each investment type.
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