摘要
寿险公司经营人寿保险是以人的身体或生命为保险标的,与非寿险相比,具有特殊的死亡率风险。本文从寿险公司基础风险的角度出发研究死亡率风险,并对其进行量化,提出死亡率持续期的度量方法,进而从资产负债管理的层面提出解决方法。最后总结国外死亡率风险管理办法并进行借鉴总结,给国内寿险公司死亡率风险管理提出意见。
The life insurance business operated by life insurers covers human body or human life, therefore unlike non-life insurance business, it involves mortality risk. This paper proceeds from the perspective of basic risks of life insurers to study the mortality risk. It quantifies this risk and puts forth the measurement method for mortality duration and the solution from the asset liability management perspective. In conclusion, it sums up foreign methods of mortality risk management and provides suggestions on mortality risk management for domestic life insurers.
出处
《保险研究》
CSSCI
北大核心
2007年第6期52-55,58,共5页
Insurance Studies
