马氏环境下的家庭联合寿险精算模型

Actuarial Model for Family Joint Life Insurance under Markovian Environment

在家庭联合寿险的研究中,家庭因素是很重要。为此,把一对夫妻作为被保险人,将其未来生存状态构造成一个含有吸收状态的Markov链。得到各状态的转移概率后,用转移概率表示出多生命精算函数。在此环境下,得到家庭联合寿险精算现值及其均衡年保费的计算方法。

In the research of the family joint life insurance, family factor is very important. For this reason, taking a couple as the in- sured, we construct a Markov chain containing its future survival situation with a state of absorption. After obtaining the transition prob- abilities of different states, we represent multiple life actuarial function with transition probability. Under this environment, we can ac- quire the actuarial present value of family joint life insurance and the calculation method of its balance annual premium.