准备金与寿险风险分析

Reserves and Risk Analysis of Life Insurance

承保寿险时,收取的纯保险费,计算理论责任准备金,一般依据生命表的死亡率。实际上,寿险死亡率与生命表死亡率是有区别的。其中的差额导致保险公司的收入围绕理论责任准备金波动,形成经营中的盈亏风险。本文利用Bayes方法,建立寿险死亡率的分布函数,并对保险经营中盈亏风险进行了系统分析。最后还涉及中途退保的情形。

In this paper, the distribution function of human mortality for insurance purposes is established by using Bayesian method, and the fluctuation problem of reserves is discussed. Insurance is a business of risks, the paper also gives risk analysis of the profit or loss in life insurance business.