摘要
讨论了人寿保险商品价格的确定,通过建立期望净现值和期望效用目标函数,并使其最大化,而求得最佳需求量和最优价格;在建立目标函数的同时考虑了需求函数和无偿付能力的概率对于人寿保险商品价格的影响,并借助于模拟方法分析利率均值和利率标准差等参数改变时对最优价格的影响。
Pricing of life insurance products was discussed. The objective functions of expected net present values and expected utility were established and optimum quantity of demand and prices were obtained by maximizing them. The influence of demand function and probability of insolvency on the price of life insurance products were considered when establishing objective function. Finally the influence on optimum price when parameters of interest rates change were analyzed with the help of simulation.
出处
《上海第二工业大学学报》
2007年第2期83-90,共8页
Journal of Shanghai Polytechnic University
关键词
期望净现值
期望效用
人寿保险定价
最优化
expected net present value
expected utility
pricing of life insurance
optimization
