摘要
商业重大疾病保险日益成为个人和家庭防范疾病风险,实现健康生活的重要工具。2020年11月5日发布的《中国人身保险业重大疾病经验发生率表(2020)》为重大疾病保险费率科学化提供了更精确的依据。本文在连续时间三状态Markov模型框架下,运用Gompertz-Makeham模型和分段Perks公式,以经验生命表和重大疾病经验发生率表为基础,分别对健康人群的死亡效力和重大疾病的发病强度进行参数估计和模型选择,进而得到18~60周岁人群的独立主险型重大疾病保险的纯保险费率。此外,通过与2013年版重大疾病经验发生率表计算得到的纯保险费率对比发现,虽然2020年版的重疾范围有所扩大,但由于重疾定义发生了变化,在保障责任一致的情形下,男性与女性的纯保险费率均有所下降。虽然男性纯保险费率高于女性,但21~60岁男性的纯保险费率相对女性下降幅度更大。
Commercial critical illness insurance has increasingly become an important tool for individuals and families to prevent disease risks and lead a healthy life.China Life Insurance Critical Illness Morbidity Table(2020),released on November 5th,2020,provides a more accurate basis for the adjustment of the premium rate of critical illness(CI)insurance.Based on the continuous time three-state Markov model,this paper employs the Gompertz-Makeham model and the piecewise Perks formula to model the mortality intensity and morbidity intensity of healthy residents,respectively,with the life table and morbidity table,to obtain the pure premium of CI insurance of 18 to 60-year-old people.We also calculate the pure premium rate of CI insurance based on China Life Insurance Experienced Critical Illness Table(2013)and compare it with the premium rate of 2020 edition.Although the range of critical illness in 2020 is expanded,in terms of the same insurance liability,the pure premium rates for males and females have both decreased due to the change in the definition of critical illness.The pure premium rates of males are higher than that of females on the whole,yet the rates of males between 21 and 60 years old decrease more than that of females.
作者
仇春涓
李银环
谭昕玥
钱林义
Qiu Chunjuan;Li Yinhuan;Tan Xinyue;Qian Linyi
出处
《统计研究》
北大核心
2023年第5期152-160,共9页
Statistical Research
基金
国家自然科学基金重点项目“经济管理中复杂数据和复杂行为的分析方法及其应用”(71931004)
国家自然科学基金面上项目“人口老龄化和长寿风险背景下新型年金产品机制创新和最优投资研究”(12171158)
上海市教育发展基金会和上海市教育委员会“曙光计划”“上海市大病保险可持续发展研究—基于统计精算模型”(18SG25)
国家社会科学基金青年项目“长三角一体化背景下上海老年人异地养老可行性提升及其实现路径研究”(19CRK010)
中央高校基本科研业务费项目华东师范大学人文社会科学青年跨学科学术创新团队项目(2022QKT001)。
