摘要
在人寿保险的纯保费及理论责任准备金的计算中,死亡率一般依据生命表,利息率一般采用固定利率。实际上,寿险死亡率与生命表的死亡率有所差别,利率具有随机性,寿险死亡率与生命表死亡率的差额及利率的随机性均能形成保险经营中的盈亏风险,本文利用Bayes方法,给出寿险死亡率的分布,并对保险经营中盈亏风险进行了系统分析,最后归结为动态规划模型。
When calculating the pure premium and theory premium reserve in life insurance, the mortality is usually bases on life table, and the interest rate is usually fixed. In fact, the mortality in life insurance is different from that in life table, and the interest rate is random too. Either the difference between mortality in life insurance and mortality in life table or the random interest rate can form the risk in insurance manage. Using the method of Bayes, the author gives the distribution of mortality in life insurance, analyses the risk in insurance systematically and sums up dynamic programming model.
出处
《大连大学学报》
2003年第4期17-20,共4页
Journal of Dalian University
