一类广义不确定利率下的寿险净保费模型

A net premium model for life insurance under a sort of general uncertain interest rate

利率的不确定性主要体现在它的模糊随机性和精确度量的困难性方面.投资性保险的精算中应适当考虑投资的不确定收益率.文章在广义利率意义下对贴现函数进行模糊估计,将其描述为三角模糊数,利用模糊随机变量建立两全保险和生存年金模型,并通过精算现值理论得出新的净保费模型,最后给出统计模拟算例.

The uncertainty of the interest rate is characterized by its random fuzziness as well as the difficulties of accurate measurement. In the actuarial of investment based life insurance, the uncertain return rate should be taken into account properly. In this paper, we use the triangular fuzzy number to estimate the discount function with concept of a general interest rate, and establish the endowments and life annuity models with fuzzy random variables. A novel fuzzy net premium model is obtained. Finally, a statistical simulation is given.