期刊文献+

中国人口死亡率改善及其对寿险准备金评估的影响 被引量:4

Mortality Improvement in China and Its Influence on Life Reserves Evaluation
下载PDF
导出
摘要 采用1981-2009年分年龄分性别死亡率样本数据,通过对其死亡率改善的分析,探讨对于两个基本险种定期寿险和年金的修正责任准备金的变动影响。 Based on the mortality sample data in each age range for gender from 1981 to 2009, by analyzing the mortality improvement, the change influence on two types of basic regular life insurance and annuity correction reserve is discussed.
出处 《湖南人文科技学院学报》 2013年第1期22-27,共6页 Journal of Hunan University of Humanities,Science and Technology
关键词 生命表 保险费率 死亡率改善 修正责任准备金 life table insurance premium mortality improvement reserve duty margin
  • 相关文献

参考文献4

共引文献18

同被引文献40

  • 1杨步青.新生命表对最低法定责任准备金的影响[J].上海保险,2006(5):48-51. 被引量:4
  • 2黃雅文.Lee-Carter死亡率模型下壽險公司準備金風險之量化,風險管理學報,2012,(12) :141 -160.
  • 3Brown JR. ,Mitchell OS. and Poterba JM. Mortality Risk,Inflation Risk and Annuity Products [M]. NationalBureau of Economic Research ,2000.
  • 4Cairns AJG,Blake D,Dowd K. A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty:The-ory and Calibration [J]. The Journal of Risk and Insurance ,2006, (73 ) :687 -718.
  • 5Friedman BM,Warshawsky M. Annuity Prices and Saving Behavior in the United States [A]. National Bu-reau of Economic Research Working Paper Series. No. 1683,1988.
  • 6GompertZjB. On the Nature of the Function Expressive of the Law of Human Mortality, and on a New Mode ofDetermining the Value of Life Contingencies [M]. The Royal Society,1825.
  • 7Khalaf-Allah,M. ,Haberman,S. and Verrall,R. Measuring the Effect of Mortality Improvements on the Costof Annuities [ J]. Insurance:Mathematics and Economics,2006, (39) :231 -249.
  • 8Lee RD,Carter LR. Modeling and Forecasting IL S. Mortality [ J]. Journal of the American Statistical Associ-ation, 1992,87; 659-675.
  • 9Lewis GJ. Human Migration: A Geographical Perspective [ M]. London:Croom Helm, 1982.
  • 10Li N,Lee R and Tuljapurkar S. Using the Lee-Carter Method to Forecast Mortality for Populations with Limit-ed Data [ J]. International Statistical Review,2004, (72) : 19 -36.

二级引证文献7

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部