保险精算中双损失环境的“独立性”问题

A Discussion on an Actuarial Theory about the Double Decrement Environment

保险精算中,双损失环境理论对于寿险风险分析和风险控制具有极其重要的意义,而且也是进行寿险产品设计的基础.本文在双损失环境理论的基础上,用概率论的方法,尝试对tP(x)τ等于tPx(′d)与tP′x(w)的乘积成立的独立性条件给出新的解释,并对一些学者的“独立性是矩估计成立的充分条件”等观点提出了不同的看法,并证明了基本矩关系不依赖于独立性的假设而恒成立.

In the field of actuary,the double decrement environment theory is widely applied to analyse and control the risk of lifc insurance. It＇s also the base of insurance pricing. In this paper,the double decrement environment theory was carefully studied. A new explanation to the condition of ＂independencc＂ for tPx（t） equaling to the product of tPx＇^（d） and tPx＇^（u＇） was given based on the probability theory. Some viewpoints different from other scholars were put forward as well.