摘要
传统的寿险模型只考虑在单损失环境中由死亡随机事件造成的经营风险,忽略了实际操作过程中利率和退保因素给保险公司经营带来的影响。笔者将利率和退保因素引入寿险风险模型,得到了在死亡随机事件和撤出随机事件两种损失环境下,寿险破产概率的一个递推公式。
The traditional life insurance model only considers the loss caused by policy-holders' death, while it overlooks the effects brought by interest rate and surrender. This paper introduces these two factors, thus works out a recursive formula of ruin probability under double-losses condition resulting from death and surrender.
关键词
常利率
双损失环境
破产概率
constant interest force
double losses condition
ruin probability
