一种改进的单亲家庭联合保险的精算模型

An improved actuarial model for single-parent family combined insurance

建立了一种单亲家庭联合保险精算模型,利用Copula函数工具修正联合保险个体生命间的独立性,并利用Copula函数处理个体间的相关性,以弥补传统联合生命表的缺陷,并在此基础上推导了寿险、年金的精算现值及其均衡年保费的计算方法.经过两者的数值模拟,得出重要的结论:当把相关的个体简单的认为独立时,会引起净保费的增加,从而损害投保人的利益,而且当个体生命间相关程度越高,增加的净保费越多.

This article established an actuarial model for single-parent family combined insurance. It rectified the independence of combined insurance distribution and solved the entries dependence with Copula function to make up the defects of the combined life ta- bles. On these base, it gave the actuarial present value of benefit and the method of computing the level annual premium with the fixed-rate of interest and the random rate of interest. Compared with the results, it concluded that the net premium increases when the entries are independent, which thereby will hurt policy-holder＇s benefit, and a high correlation between the entries make that net premium increase more.