The Hong Kong-based insurer, with $171 billion under management, is speaking to third-party firms to build its knowledge, with a view to making direct investments into infrastructure debt.
John Leung, the new insurance regulator's chief, leaves in late June. Its soon-to-be-announced new head will need to add staff and promote Hong Kong as an insurance hub.
Asset owners are reluctant to fund Greenfield infrastructure projects, which will comprise most of China's Belt and Road initiative. But there are some measures to persuade them.
Sectors such as real estate and e-commerce should benefit from improving Belt and Road infrastructure, and are easier for some investors to deploy money into.
Large institutions such as CPPIB, HSBC and Macquarie flag obstacles deterring private capital from investing in emerging market infrastructure.
Senior executives from China Investment Corporation and Silk Road Fund aim to invest huge sums into the Asia-to-Europe infrastructure project, but they admitted doing so is challenging.