摘要
为使寿险公司能根据实际情况及时合理地调整保费价格,在改进的传统总保费精算方法的基础上,给出了在随机利率模型和随机死亡率模型上定价净保费的方法,同时在考虑通货膨胀和退保情形的前提下尽可能地把寿险公司所涉及的费用都作独立的随机变量纳入寿险总保费的计算中,并给出了计算总保费的公式.数值算例表明了该法的可行性.
In order to enable the life insurance company to act in accordance with to the actual situation prompt reasonable adjustment insurance premium price,based on the improved traditional gross premium calculation method foundation,the article presents a method of net premium pricing under mortality and interest rates,both of which are stochastic,in gross premium calculation,inflation and surrender factors are considered as independent random variables.This paper gives a formula to calculate the gross premium.
出处
《南通大学学报（自然科学版）》
CAS
2011年第4期72-78,共7页
Journal of Nantong University(Natural Science Edition)
基金
安徽省自然科学基金项目(090416225)
关键词
保费
退保
通货膨胀
随机利率模型
随机死亡率模型
premium
surrender factors
inflation
stochastic interest rate models
stochastic mortality models
