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修匀法的案例分析 被引量:1

THE ANALYSIS OF GRADUATION CASE
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摘要 在人寿保险中,预定死亡率是压定纯保费率的一个重要因素之一.本文通过一个具体的实例,介绍预定死亡率的修匀方法. In life insurance,assumed mortality is one important cause of define net premium rate. In this paper,we introduce graduation of assumed mortality by a specific example.
出处 《经济数学》 1995年第1期108-114,共7页 Journal of Quantitative Economics
关键词 修匀法 死亡率 先验分布 后验分布 Graduation,mortality,prior distribution,posterior distribution
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  • 1London D.修匀数学[M].上海:上海科学技术出版社,2002.
  • 2Eric S S. Algorithms for MWA graduation formulas[ J]. Actuarial Research Clearing House, 1988, 2: 107-114.
  • 3Gavin J B, Haberman S, Verrall R J. Moving weighted average graduation using kernel graduation[ J]. Insurance: Mathemat- ics and Economics, 1993, 12: 113-126.
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  • 6Spiegelhaher D, Best N, Carlin B P, Linde A. Bayesian measures of model complexity and fit [ J]. Journal of the Royal Statistical Society, 2002, 64: 583-639.
  • 7Kimeldorf G S, Jones D A. Bayesian graduation[J]. TSA, 1967, XIX: 66-112.
  • 8Ananda M M, Dalpatadu R J, Singh A K. Estimating parameters of the force of mortality in actuarial studies[ J]. Actuarial Research Clearing House, 1993, 1:129-141.
  • 9Panjer H H, Russo G. Parametric graduation of canadian individual insurance mortality experience: 1982-1986 [ A ]. Preceedings of the Canadian institute of actuaries[ C], 1991, 23 : 378-449.
  • 10Panjer H H, Russo G. Graduation of canadian individual insurance mortality experience: 1986-1992[ A]. Preceedings of the Canadian institute of actuaries[ C ] , 1995, 23 : 277-336.

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